{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> start QUANTAXIS\n",
      "QUANTAXIS>> Welcome to QUANTAXIS, the Version is 1.0.56\n",
      "QUANTAXIS>>  \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      "  ``########`````##````````##``````````##`````````####````````##```##########````````#``````##``````###```##`````######`` \n",
      "  `##``````## ```##````````##`````````####````````##`##```````##```````##```````````###``````##````##`````##```##`````##` \n",
      "  ##````````##```##````````##````````##`##````````##``##``````##```````##``````````####```````#```##``````##```##``````## \n",
      "  ##````````##```##````````##```````##```##```````##```##`````##```````##`````````##`##```````##`##```````##````##``````` \n",
      "  ##````````##```##````````##``````##`````##``````##````##````##```````##````````##``###```````###````````##`````##`````` \n",
      "  ##````````##```##````````##``````##``````##`````##`````##```##```````##```````##````##```````###````````##``````###```` \n",
      "  ##````````##```##````````##`````##````````##````##``````##``##```````##``````##``````##`````##`##```````##````````##``` \n",
      "  ##````````##```##````````##````#############````##```````##`##```````##`````###########`````##``##``````##`````````##`` \n",
      "  ###```````##```##````````##```##```````````##```##```````##`##```````##````##`````````##```##```##``````##```##`````##` \n",
      "  `##``````###````##``````###``##`````````````##``##````````####```````##```##``````````##``###````##`````##````##`````## \n",
      "  ``#########``````########```##``````````````###`##``````````##```````##``##````````````##`##``````##````##`````###``### \n",
      "  ````````#####`````````````````````````````````````````````````````````````````````````````````````````````````````##``  \n",
      "  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      "  ``````````````````````````Copyright``yutiansut``2018``````QUANTITATIVE FINANCIAL FRAMEWORK````````````````````````````` \n",
      "  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " \n"
     ]
    }
   ],
   "source": [
    "# 首先引入QUANTAXIS\n",
    "\n",
    "import QUANTAXIS as QA"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "collapsed": true
   },
   "source": [
    "\n",
    "QAFetch 是对于数据获取的封装\n",
    "\n",
    "QAFetch有两个主要的函数类别:\n",
    "\n",
    "QA_fetch_ 类函数  此类函数是从数据获取数据\n",
    "\n",
    "QA_fetch_get 类函数 此类函数是从网络上获取数据\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> Selecting the Best Server IP of TDX\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "BAD RESPONSE 218.108.98.244\n",
      "BAD RESPONSE 60.28.29.69\n",
      "BAD RESPONSE 180.153.18.17\n",
      "BAD RESPONSE 59.173.18.69\n",
      "BAD RESPONSE 61.153.144.179\n",
      "BAD RESPONSE 121.14.104.70\n",
      "BAD RESPONSE 121.14.104.72\n",
      "BAD RESPONSE 114.80.149.84\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> === The BEST SERVER ===\n",
      " stock_ip 60.191.117.167 future_ip 218.80.248.229\n"
     ]
    },
    {
     "data": {
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       "<div>\n",
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>close</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>vol</th>\n",
       "      <th>amount</th>\n",
       "      <th>date</th>\n",
       "      <th>code</th>\n",
       "      <th>date_stamp</th>\n",
       "      <th>preclose</th>\n",
       "      <th>adj</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>8.977947</td>\n",
       "      <td>8.997657</td>\n",
       "      <td>9.046932</td>\n",
       "      <td>8.958237</td>\n",
       "      <td>1611695.0</td>\n",
       "      <td>1.475045e+09</td>\n",
       "      <td>2017-01-06</td>\n",
       "      <td>000001</td>\n",
       "      <td>1.483632e+09</td>\n",
       "      <td>8.968092</td>\n",
       "      <td>0.985505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>8.997657</td>\n",
       "      <td>9.027222</td>\n",
       "      <td>9.056787</td>\n",
       "      <td>8.977947</td>\n",
       "      <td>1767871.0</td>\n",
       "      <td>1.617594e+09</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>000001</td>\n",
       "      <td>1.484237e+09</td>\n",
       "      <td>8.997657</td>\n",
       "      <td>0.985505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>9.017367</td>\n",
       "      <td>9.086352</td>\n",
       "      <td>9.106062</td>\n",
       "      <td>8.938527</td>\n",
       "      <td>2634027.0</td>\n",
       "      <td>2.411943e+09</td>\n",
       "      <td>2017-01-20</td>\n",
       "      <td>000001</td>\n",
       "      <td>1.484842e+09</td>\n",
       "      <td>9.027222</td>\n",
       "      <td>0.985505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-26</th>\n",
       "      <td>9.086352</td>\n",
       "      <td>9.194758</td>\n",
       "      <td>9.204613</td>\n",
       "      <td>9.066642</td>\n",
       "      <td>1615657.0</td>\n",
       "      <td>1.496627e+09</td>\n",
       "      <td>2017-01-26</td>\n",
       "      <td>000001</td>\n",
       "      <td>1.485360e+09</td>\n",
       "      <td>9.086352</td>\n",
       "      <td>0.985505</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                open     close      high       low        vol        amount  \\\n",
       "date                                                                          \n",
       "2017-01-06  8.977947  8.997657  9.046932  8.958237  1611695.0  1.475045e+09   \n",
       "2017-01-13  8.997657  9.027222  9.056787  8.977947  1767871.0  1.617594e+09   \n",
       "2017-01-20  9.017367  9.086352  9.106062  8.938527  2634027.0  2.411943e+09   \n",
       "2017-01-26  9.086352  9.194758  9.204613  9.066642  1615657.0  1.496627e+09   \n",
       "\n",
       "                  date    code    date_stamp  preclose       adj  \n",
       "date                                                              \n",
       "2017-01-06  2017-01-06  000001  1.483632e+09  8.968092  0.985505  \n",
       "2017-01-13  2017-01-13  000001  1.484237e+09  8.997657  0.985505  \n",
       "2017-01-20  2017-01-20  000001  1.484842e+09  9.027222  0.985505  \n",
       "2017-01-26  2017-01-26  000001  1.485360e+09  9.086352  0.985505  "
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# QAFetch\n",
    "\n",
    "# 获取股票日线:\n",
    "QA.QA_fetch_get_stock_day('tdx','000001','2017-01-01','2017-11-01')\n",
    "QA.QA_fetch_get_stock_day('tdx','000001','2017-01-01','2017-01-31',level='w')# 周线数据"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>close</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>vol</th>\n",
       "      <th>amount</th>\n",
       "      <th>datetime</th>\n",
       "      <th>code</th>\n",
       "      <th>date</th>\n",
       "      <th>date_stamp</th>\n",
       "      <th>time_stamp</th>\n",
       "      <th>type</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>datetime</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "  </tbody>\n",
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      ],
      "text/plain": [
       "Empty DataFrame\n",
       "Columns: [open, close, high, low, vol, amount, datetime, code, date, date_stamp, time_stamp, type]\n",
       "Index: []"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取股票分钟线 \n",
    "# 参数:\n",
    "# 引擎:tdx\n",
    "# 股票代码:000001\n",
    "# 开始日期\n",
    "# 结束日期\n",
    "# 类别: 1min,5min,15min,30min,60min\n",
    "QA.QA_fetch_get_stock_min('tdx','000001','2017-11-01','2017-12-01',level='1min')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>datetime</th>\n",
       "      <th>active1</th>\n",
       "      <th>active2</th>\n",
       "      <th>last_close</th>\n",
       "      <th>code</th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>price</th>\n",
       "      <th>cur_vol</th>\n",
       "      <th>...</th>\n",
       "      <th>bid3</th>\n",
       "      <th>bid_vol3</th>\n",
       "      <th>ask4</th>\n",
       "      <th>ask_vol4</th>\n",
       "      <th>bid4</th>\n",
       "      <th>bid_vol4</th>\n",
       "      <th>ask5</th>\n",
       "      <th>ask_vol5</th>\n",
       "      <th>bid5</th>\n",
       "      <th>bid_vol5</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>code</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>000001</th>\n",
       "      <td>2018-06-21 10:56:07.824462</td>\n",
       "      <td>1573</td>\n",
       "      <td>1573</td>\n",
       "      <td>9.91</td>\n",
       "      <td>000001</td>\n",
       "      <td>9.93</td>\n",
       "      <td>10.02</td>\n",
       "      <td>9.88</td>\n",
       "      <td>10.01</td>\n",
       "      <td>40</td>\n",
       "      <td>...</td>\n",
       "      <td>9.98</td>\n",
       "      <td>2165</td>\n",
       "      <td>10.04</td>\n",
       "      <td>3581</td>\n",
       "      <td>9.97</td>\n",
       "      <td>2199</td>\n",
       "      <td>10.05</td>\n",
       "      <td>11678</td>\n",
       "      <td>9.96</td>\n",
       "      <td>2234</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>2018-06-21 10:56:07.824462</td>\n",
       "      <td>1714</td>\n",
       "      <td>1714</td>\n",
       "      <td>26.96</td>\n",
       "      <td>000002</td>\n",
       "      <td>26.97</td>\n",
       "      <td>28.20</td>\n",
       "      <td>26.82</td>\n",
       "      <td>28.18</td>\n",
       "      <td>520</td>\n",
       "      <td>...</td>\n",
       "      <td>28.16</td>\n",
       "      <td>8</td>\n",
       "      <td>28.23</td>\n",
       "      <td>177</td>\n",
       "      <td>28.15</td>\n",
       "      <td>156</td>\n",
       "      <td>28.24</td>\n",
       "      <td>86</td>\n",
       "      <td>28.14</td>\n",
       "      <td>1824</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>2 rows × 33 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                         datetime  active1  active2  last_close    code  \\\n",
       "code                                                                      \n",
       "000001 2018-06-21 10:56:07.824462     1573     1573        9.91  000001   \n",
       "000002 2018-06-21 10:56:07.824462     1714     1714       26.96  000002   \n",
       "\n",
       "         open   high    low  price  cur_vol    ...      bid3  bid_vol3   ask4  \\\n",
       "code                                           ...                              \n",
       "000001   9.93  10.02   9.88  10.01       40    ...      9.98      2165  10.04   \n",
       "000002  26.97  28.20  26.82  28.18      520    ...     28.16         8  28.23   \n",
       "\n",
       "        ask_vol4   bid4  bid_vol4   ask5  ask_vol5   bid5  bid_vol5  \n",
       "code                                                                 \n",
       "000001      3581   9.97      2199  10.05     11678   9.96      2234  \n",
       "000002       177  28.15       156  28.24        86  28.14      1824  \n",
       "\n",
       "[2 rows x 33 columns]"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取股票实时上下五档报价\n",
    "# 这里的第二个参数  可以是一个股票  也可以是一个股票list\n",
    "\n",
    "QA.QA_fetch_get_stock_realtime('tdx','000001')\n",
    "QA.QA_fetch_get_stock_realtime('tdx',['000001','000002'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>volunit</th>\n",
       "      <th>decimal_point</th>\n",
       "      <th>name</th>\n",
       "      <th>pre_close</th>\n",
       "      <th>sse</th>\n",
       "      <th>sec</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>code</th>\n",
       "      <th>sse</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>000001</th>\n",
       "      <th>sz</th>\n",
       "      <td>000001</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>平安银行</td>\n",
       "      <td>488.035000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <th>sz</th>\n",
       "      <td>000002</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>万 科Ａ</td>\n",
       "      <td>26.959999</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <th>sz</th>\n",
       "      <td>000004</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>国农科技</td>\n",
       "      <td>19.150000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000005</th>\n",
       "      <th>sz</th>\n",
       "      <td>000005</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>世纪星源</td>\n",
       "      <td>3650.009375</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000006</th>\n",
       "      <th>sz</th>\n",
       "      <td>000006</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深振业Ａ</td>\n",
       "      <td>6.190000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000007</th>\n",
       "      <th>sz</th>\n",
       "      <td>000007</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>全新好</td>\n",
       "      <td>1448.035000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000008</th>\n",
       "      <th>sz</th>\n",
       "      <td>000008</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>神州高铁</td>\n",
       "      <td>4.960000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000009</th>\n",
       "      <th>sz</th>\n",
       "      <td>000009</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>中国宝安</td>\n",
       "      <td>4.850000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000010</th>\n",
       "      <th>sz</th>\n",
       "      <td>000010</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>美丽生态</td>\n",
       "      <td>8194.020000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000011</th>\n",
       "      <th>sz</th>\n",
       "      <td>000011</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深物业A</td>\n",
       "      <td>1048.027500</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000012</th>\n",
       "      <th>sz</th>\n",
       "      <td>000012</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>南 玻Ａ</td>\n",
       "      <td>5.680000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000014</th>\n",
       "      <th>sz</th>\n",
       "      <td>000014</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>沙河股份</td>\n",
       "      <td>1656.042500</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000016</th>\n",
       "      <th>sz</th>\n",
       "      <td>000016</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深康佳Ａ</td>\n",
       "      <td>4.370000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000017</th>\n",
       "      <th>sz</th>\n",
       "      <td>000017</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深中华A</td>\n",
       "      <td>4.640000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000018</th>\n",
       "      <th>sz</th>\n",
       "      <td>000018</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>神州长城</td>\n",
       "      <td>4.910000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000019</th>\n",
       "      <th>sz</th>\n",
       "      <td>000019</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深深宝Ａ</td>\n",
       "      <td>744.055000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000020</th>\n",
       "      <th>sz</th>\n",
       "      <td>000020</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深华发Ａ</td>\n",
       "      <td>1416.000000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000021</th>\n",
       "      <th>sz</th>\n",
       "      <td>000021</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深科技</td>\n",
       "      <td>6.820000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000022</th>\n",
       "      <th>sz</th>\n",
       "      <td>000022</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深赤湾Ａ</td>\n",
       "      <td>22.820000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000023</th>\n",
       "      <th>sz</th>\n",
       "      <td>000023</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深天地Ａ</td>\n",
       "      <td>1384.055000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000025</th>\n",
       "      <th>sz</th>\n",
       "      <td>000025</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>特 力Ａ</td>\n",
       "      <td>32.180000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000026</th>\n",
       "      <th>sz</th>\n",
       "      <td>000026</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>飞亚达Ａ</td>\n",
       "      <td>280.017500</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000027</th>\n",
       "      <th>sz</th>\n",
       "      <td>000027</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深圳能源</td>\n",
       "      <td>4.950000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000028</th>\n",
       "      <th>sz</th>\n",
       "      <td>000028</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>国药一致</td>\n",
       "      <td>292.130001</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000029</th>\n",
       "      <th>sz</th>\n",
       "      <td>000029</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深深房Ａ</td>\n",
       "      <td>808.045000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000030</th>\n",
       "      <th>sz</th>\n",
       "      <td>000030</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>富奥股份</td>\n",
       "      <td>7.170000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000031</th>\n",
       "      <th>sz</th>\n",
       "      <td>000031</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>中粮地产</td>\n",
       "      <td>6.220000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000032</th>\n",
       "      <th>sz</th>\n",
       "      <td>000032</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深桑达Ａ</td>\n",
       "      <td>7.750000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000034</th>\n",
       "      <th>sz</th>\n",
       "      <td>000034</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>神州数码</td>\n",
       "      <td>1832.025000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000035</th>\n",
       "      <th>sz</th>\n",
       "      <td>000035</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>中国天楹</td>\n",
       "      <td>6.720000</td>\n",
       "      <td>sz</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603936</th>\n",
       "      <th>sh</th>\n",
       "      <td>603936</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>博敏电子</td>\n",
       "      <td>20.440001</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603937</th>\n",
       "      <th>sh</th>\n",
       "      <td>603937</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>丽岛新材</td>\n",
       "      <td>18.730000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603938</th>\n",
       "      <th>sh</th>\n",
       "      <td>603938</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>三孚股份</td>\n",
       "      <td>23.719999</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603939</th>\n",
       "      <th>sh</th>\n",
       "      <td>603939</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>益丰药房</td>\n",
       "      <td>472.220001</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603955</th>\n",
       "      <th>sh</th>\n",
       "      <td>603955</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>大千生态</td>\n",
       "      <td>20.139999</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603958</th>\n",
       "      <th>sh</th>\n",
       "      <td>603958</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>哈森股份</td>\n",
       "      <td>424.035000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603959</th>\n",
       "      <th>sh</th>\n",
       "      <td>603959</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>百利科技</td>\n",
       "      <td>27.030001</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603960</th>\n",
       "      <th>sh</th>\n",
       "      <td>603960</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>克来机电</td>\n",
       "      <td>27.340000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603963</th>\n",
       "      <th>sh</th>\n",
       "      <td>603963</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>大理药业</td>\n",
       "      <td>25.920000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603966</th>\n",
       "      <th>sh</th>\n",
       "      <td>603966</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>法兰泰克</td>\n",
       "      <td>1160.010000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603968</th>\n",
       "      <th>sh</th>\n",
       "      <td>603968</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>醋化股份</td>\n",
       "      <td>17.940001</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603969</th>\n",
       "      <th>sh</th>\n",
       "      <td>603969</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>银龙股份</td>\n",
       "      <td>6.160000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603970</th>\n",
       "      <th>sh</th>\n",
       "      <td>603970</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>中农立华</td>\n",
       "      <td>19.209999</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603976</th>\n",
       "      <th>sh</th>\n",
       "      <td>603976</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>正川股份</td>\n",
       "      <td>1992.040000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603977</th>\n",
       "      <th>sh</th>\n",
       "      <td>603977</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>国泰集团</td>\n",
       "      <td>7.930000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603978</th>\n",
       "      <th>sh</th>\n",
       "      <td>603978</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>深圳新星</td>\n",
       "      <td>36.119999</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603979</th>\n",
       "      <th>sh</th>\n",
       "      <td>603979</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>金诚信</td>\n",
       "      <td>200.010000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603980</th>\n",
       "      <th>sh</th>\n",
       "      <td>603980</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>吉华集团</td>\n",
       "      <td>1960.035000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603985</th>\n",
       "      <th>sh</th>\n",
       "      <td>603985</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>恒润股份</td>\n",
       "      <td>19.469999</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603986</th>\n",
       "      <th>sh</th>\n",
       "      <td>603986</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>兆易创新</td>\n",
       "      <td>100.260002</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603987</th>\n",
       "      <th>sh</th>\n",
       "      <td>603987</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>康德莱</td>\n",
       "      <td>568.022500</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603988</th>\n",
       "      <th>sh</th>\n",
       "      <td>603988</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>中电电机</td>\n",
       "      <td>1064.005000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603989</th>\n",
       "      <th>sh</th>\n",
       "      <td>603989</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>艾华集团</td>\n",
       "      <td>30.450001</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603990</th>\n",
       "      <th>sh</th>\n",
       "      <td>603990</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>麦迪科技</td>\n",
       "      <td>56.160000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603991</th>\n",
       "      <th>sh</th>\n",
       "      <td>603991</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>至正股份</td>\n",
       "      <td>22.940001</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603993</th>\n",
       "      <th>sh</th>\n",
       "      <td>603993</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>洛阳钼业</td>\n",
       "      <td>6.240000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603996</th>\n",
       "      <th>sh</th>\n",
       "      <td>603996</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>中新科技</td>\n",
       "      <td>1288.040000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603997</th>\n",
       "      <th>sh</th>\n",
       "      <td>603997</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>继峰股份</td>\n",
       "      <td>728.057500</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603998</th>\n",
       "      <th>sh</th>\n",
       "      <td>603998</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>方盛制药</td>\n",
       "      <td>152.017500</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603999</th>\n",
       "      <th>sh</th>\n",
       "      <td>603999</td>\n",
       "      <td>100</td>\n",
       "      <td>2</td>\n",
       "      <td>读者传媒</td>\n",
       "      <td>6.060000</td>\n",
       "      <td>sh</td>\n",
       "      <td>stock_cn</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>3533 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              code  volunit  decimal_point  name    pre_close sse       sec\n",
       "code   sse                                                                 \n",
       "000001 sz   000001      100              2  平安银行   488.035000  sz  stock_cn\n",
       "000002 sz   000002      100              2  万 科Ａ    26.959999  sz  stock_cn\n",
       "000004 sz   000004      100              2  国农科技    19.150000  sz  stock_cn\n",
       "000005 sz   000005      100              2  世纪星源  3650.009375  sz  stock_cn\n",
       "000006 sz   000006      100              2  深振业Ａ     6.190000  sz  stock_cn\n",
       "000007 sz   000007      100              2   全新好  1448.035000  sz  stock_cn\n",
       "000008 sz   000008      100              2  神州高铁     4.960000  sz  stock_cn\n",
       "000009 sz   000009      100              2  中国宝安     4.850000  sz  stock_cn\n",
       "000010 sz   000010      100              2  美丽生态  8194.020000  sz  stock_cn\n",
       "000011 sz   000011      100              2  深物业A  1048.027500  sz  stock_cn\n",
       "000012 sz   000012      100              2  南 玻Ａ     5.680000  sz  stock_cn\n",
       "000014 sz   000014      100              2  沙河股份  1656.042500  sz  stock_cn\n",
       "000016 sz   000016      100              2  深康佳Ａ     4.370000  sz  stock_cn\n",
       "000017 sz   000017      100              2  深中华A     4.640000  sz  stock_cn\n",
       "000018 sz   000018      100              2  神州长城     4.910000  sz  stock_cn\n",
       "000019 sz   000019      100              2  深深宝Ａ   744.055000  sz  stock_cn\n",
       "000020 sz   000020      100              2  深华发Ａ  1416.000000  sz  stock_cn\n",
       "000021 sz   000021      100              2   深科技     6.820000  sz  stock_cn\n",
       "000022 sz   000022      100              2  深赤湾Ａ    22.820000  sz  stock_cn\n",
       "000023 sz   000023      100              2  深天地Ａ  1384.055000  sz  stock_cn\n",
       "000025 sz   000025      100              2  特 力Ａ    32.180000  sz  stock_cn\n",
       "000026 sz   000026      100              2  飞亚达Ａ   280.017500  sz  stock_cn\n",
       "000027 sz   000027      100              2  深圳能源     4.950000  sz  stock_cn\n",
       "000028 sz   000028      100              2  国药一致   292.130001  sz  stock_cn\n",
       "000029 sz   000029      100              2  深深房Ａ   808.045000  sz  stock_cn\n",
       "000030 sz   000030      100              2  富奥股份     7.170000  sz  stock_cn\n",
       "000031 sz   000031      100              2  中粮地产     6.220000  sz  stock_cn\n",
       "000032 sz   000032      100              2  深桑达Ａ     7.750000  sz  stock_cn\n",
       "000034 sz   000034      100              2  神州数码  1832.025000  sz  stock_cn\n",
       "000035 sz   000035      100              2  中国天楹     6.720000  sz  stock_cn\n",
       "...            ...      ...            ...   ...          ...  ..       ...\n",
       "603936 sh   603936      100              2  博敏电子    20.440001  sh  stock_cn\n",
       "603937 sh   603937      100              2  丽岛新材    18.730000  sh  stock_cn\n",
       "603938 sh   603938      100              2  三孚股份    23.719999  sh  stock_cn\n",
       "603939 sh   603939      100              2  益丰药房   472.220001  sh  stock_cn\n",
       "603955 sh   603955      100              2  大千生态    20.139999  sh  stock_cn\n",
       "603958 sh   603958      100              2  哈森股份   424.035000  sh  stock_cn\n",
       "603959 sh   603959      100              2  百利科技    27.030001  sh  stock_cn\n",
       "603960 sh   603960      100              2  克来机电    27.340000  sh  stock_cn\n",
       "603963 sh   603963      100              2  大理药业    25.920000  sh  stock_cn\n",
       "603966 sh   603966      100              2  法兰泰克  1160.010000  sh  stock_cn\n",
       "603968 sh   603968      100              2  醋化股份    17.940001  sh  stock_cn\n",
       "603969 sh   603969      100              2  银龙股份     6.160000  sh  stock_cn\n",
       "603970 sh   603970      100              2  中农立华    19.209999  sh  stock_cn\n",
       "603976 sh   603976      100              2  正川股份  1992.040000  sh  stock_cn\n",
       "603977 sh   603977      100              2  国泰集团     7.930000  sh  stock_cn\n",
       "603978 sh   603978      100              2  深圳新星    36.119999  sh  stock_cn\n",
       "603979 sh   603979      100              2   金诚信   200.010000  sh  stock_cn\n",
       "603980 sh   603980      100              2  吉华集团  1960.035000  sh  stock_cn\n",
       "603985 sh   603985      100              2  恒润股份    19.469999  sh  stock_cn\n",
       "603986 sh   603986      100              2  兆易创新   100.260002  sh  stock_cn\n",
       "603987 sh   603987      100              2   康德莱   568.022500  sh  stock_cn\n",
       "603988 sh   603988      100              2  中电电机  1064.005000  sh  stock_cn\n",
       "603989 sh   603989      100              2  艾华集团    30.450001  sh  stock_cn\n",
       "603990 sh   603990      100              2  麦迪科技    56.160000  sh  stock_cn\n",
       "603991 sh   603991      100              2  至正股份    22.940001  sh  stock_cn\n",
       "603993 sh   603993      100              2  洛阳钼业     6.240000  sh  stock_cn\n",
       "603996 sh   603996      100              2  中新科技  1288.040000  sh  stock_cn\n",
       "603997 sh   603997      100              2  继峰股份   728.057500  sh  stock_cn\n",
       "603998 sh   603998      100              2  方盛制药   152.017500  sh  stock_cn\n",
       "603999 sh   603999      100              2  读者传媒     6.060000  sh  stock_cn\n",
       "\n",
       "[3533 rows x 7 columns]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取股票的列表\n",
    "QA.QA_fetch_get_stock_list('tdx')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "d:\\sys_file\\quantaxis\\QUANTAXIS\\QAFetch\\QATdx.py:757: FutureWarning: Sorting because non-concatenation axis is not aligned. A future version\n",
      "of pandas will change to not sort by default.\n",
      "\n",
      "To accept the future behavior, pass 'sort=True'.\n",
      "\n",
      "To retain the current behavior and silence the warning, pass sort=False\n",
      "\n",
      "  _select_market_code(str(code)), code, (2 - i) * 2000, 2000)) for i in range(3)], axis=0)\n"
     ]
    },
    {
     "data": {
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       "      <th>2018-06-21 09:25:00</th>\n",
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       "      <th>2018-06-21 09:30:00</th>\n",
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       "      <th>2018-06-21 09:30:00</th>\n",
       "      <td>1.0</td>\n",
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       "      <td>176.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>13</td>\n",
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       "    <tr>\n",
       "      <th>2018-06-21 09:30:00</th>\n",
       "      <td>0.0</td>\n",
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       "      <td>9.93</td>\n",
       "      <td>09:30</td>\n",
       "      <td>51.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>14</td>\n",
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       "    <tr>\n",
       "      <th>2018-06-21 09:30:00</th>\n",
       "      <td>0.0</td>\n",
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       "      <td>54.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:30:00</td>\n",
       "      <td>000001</td>\n",
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       "      <th>2018-06-21 09:30:00</th>\n",
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       "      <td>9.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>16</td>\n",
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       "    <tr>\n",
       "      <th>2018-06-21 09:30:00</th>\n",
       "      <td>1.0</td>\n",
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       "      <td>9.91</td>\n",
       "      <td>09:30</td>\n",
       "      <td>6.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>17</td>\n",
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       "    <tr>\n",
       "      <th>2018-06-21 09:30:00</th>\n",
       "      <td>1.0</td>\n",
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       "      <td>9.91</td>\n",
       "      <td>09:30</td>\n",
       "      <td>38.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:30:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:30</td>\n",
       "      <td>10.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>19</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>67.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>9.92</td>\n",
       "      <td>09:31</td>\n",
       "      <td>190.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>83.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>47.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>271.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>184.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>110.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>9.90</td>\n",
       "      <td>09:31</td>\n",
       "      <td>133.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>27</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>86.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>28</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 09:31:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>9.91</td>\n",
       "      <td>09:31</td>\n",
       "      <td>91.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>29</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>76.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1543</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>54.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1544</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>2.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1545</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>9.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>184.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1546</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>23.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1547</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>148.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1548</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>50.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:54</td>\n",
       "      <td>15.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1550</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.01</td>\n",
       "      <td>10:54</td>\n",
       "      <td>145.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1551</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>10.01</td>\n",
       "      <td>10:54</td>\n",
       "      <td>69.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1552</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>58.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1553</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>167.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1554</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>134.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1555</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.01</td>\n",
       "      <td>10:55</td>\n",
       "      <td>27.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1556</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>270.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1557</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>10.01</td>\n",
       "      <td>10:55</td>\n",
       "      <td>190.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1558</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>272.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1559</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>576.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1560</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>215.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1561</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>58.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1562</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>20.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1563</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>41.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>20.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1565</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>10.01</td>\n",
       "      <td>10:55</td>\n",
       "      <td>13.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1566</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>63.0</td>\n",
       "      <td>10.02</td>\n",
       "      <td>10:55</td>\n",
       "      <td>10025.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1567</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>9.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1568</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:55</td>\n",
       "      <td>254.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1569</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:56:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:56</td>\n",
       "      <td>27.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1570</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:56:00</th>\n",
       "      <td>1.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>10.00</td>\n",
       "      <td>10:56</td>\n",
       "      <td>9.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1571</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:56:00</th>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>10.01</td>\n",
       "      <td>10:56</td>\n",
       "      <td>40.0</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>2018-06-21 10:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>1572</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1573 rows × 9 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                     buyorsell    num  price   time      vol        date  \\\n",
       "datetime                                                                   \n",
       "2018-06-21 09:25:00        2.0  110.0   9.93  09:25   3056.0  2018-06-21   \n",
       "2018-06-21 09:30:00        1.0  217.0   9.93  09:30   5680.0  2018-06-21   \n",
       "2018-06-21 09:30:00        0.0   39.0   9.94  09:30   1419.0  2018-06-21   \n",
       "2018-06-21 09:30:00        0.0   13.0   9.94  09:30    303.0  2018-06-21   \n",
       "2018-06-21 09:30:00        0.0    4.0   9.94  09:30     56.0  2018-06-21   \n",
       "2018-06-21 09:30:00        2.0    6.0   9.93  09:30     24.0  2018-06-21   \n",
       "2018-06-21 09:30:00        0.0    5.0   9.93  09:30    106.0  2018-06-21   \n",
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       "2018-06-21 09:30:00        1.0    2.0   9.91  09:30      6.0  2018-06-21   \n",
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       "2018-06-21 09:31:00        1.0    3.0   9.91  09:31     67.0  2018-06-21   \n",
       "2018-06-21 09:31:00        0.0    5.0   9.92  09:31    190.0  2018-06-21   \n",
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       "2018-06-21 09:31:00        1.0    6.0   9.91  09:31     47.0  2018-06-21   \n",
       "2018-06-21 09:31:00        1.0   12.0   9.91  09:31    271.0  2018-06-21   \n",
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       "2018-06-21 09:31:00        0.0   12.0   9.91  09:31     91.0  2018-06-21   \n",
       "...                        ...    ...    ...    ...      ...         ...   \n",
       "2018-06-21 10:54:00        1.0    3.0  10.00  10:54     76.0  2018-06-21   \n",
       "2018-06-21 10:54:00        1.0    4.0  10.00  10:54     54.0  2018-06-21   \n",
       "2018-06-21 10:54:00        1.0    1.0  10.00  10:54      2.0  2018-06-21   \n",
       "2018-06-21 10:54:00        1.0    9.0  10.00  10:54    184.0  2018-06-21   \n",
       "2018-06-21 10:54:00        1.0    3.0  10.00  10:54     23.0  2018-06-21   \n",
       "2018-06-21 10:54:00        1.0    3.0  10.00  10:54    148.0  2018-06-21   \n",
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       "2018-06-21 10:54:00        0.0    3.0  10.01  10:54    145.0  2018-06-21   \n",
       "2018-06-21 10:54:00        0.0    5.0  10.01  10:54     69.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    5.0  10.00  10:55     58.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0   10.0  10.00  10:55    167.0  2018-06-21   \n",
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       "2018-06-21 10:55:00        0.0    3.0  10.01  10:55     27.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    3.0  10.00  10:55    270.0  2018-06-21   \n",
       "2018-06-21 10:55:00        0.0    6.0  10.01  10:55    190.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    7.0  10.00  10:55    272.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0   10.0  10.00  10:55    576.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    4.0  10.00  10:55    215.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    3.0  10.00  10:55     58.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    3.0  10.00  10:55     20.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    5.0  10.00  10:55     41.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    1.0  10.00  10:55     20.0  2018-06-21   \n",
       "2018-06-21 10:55:00        0.0    1.0  10.01  10:55     13.0  2018-06-21   \n",
       "2018-06-21 10:55:00        0.0   63.0  10.02  10:55  10025.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    1.0  10.00  10:55      9.0  2018-06-21   \n",
       "2018-06-21 10:55:00        1.0    4.0  10.00  10:55    254.0  2018-06-21   \n",
       "2018-06-21 10:56:00        1.0    2.0  10.00  10:56     27.0  2018-06-21   \n",
       "2018-06-21 10:56:00        1.0    2.0  10.00  10:56      9.0  2018-06-21   \n",
       "2018-06-21 10:56:00        0.0    1.0  10.01  10:56     40.0  2018-06-21   \n",
       "\n",
       "                               datetime    code  order  \n",
       "datetime                                                \n",
       "2018-06-21 09:25:00 2018-06-21 09:25:00  000001      0  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      1  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      2  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      3  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      4  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      5  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      6  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      7  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      8  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001      9  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     10  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     11  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     12  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     13  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     14  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     15  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     16  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     17  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     18  \n",
       "2018-06-21 09:30:00 2018-06-21 09:30:00  000001     19  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     20  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     21  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     22  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     23  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     24  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     25  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     26  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     27  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     28  \n",
       "2018-06-21 09:31:00 2018-06-21 09:31:00  000001     29  \n",
       "...                                 ...     ...    ...  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1543  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1544  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1545  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1546  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1547  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1548  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1549  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1550  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1551  \n",
       "2018-06-21 10:54:00 2018-06-21 10:54:00  000001   1552  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1553  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1554  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1555  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1556  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1557  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1558  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1559  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1560  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1561  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1562  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1563  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1564  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1565  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1566  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1567  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1568  \n",
       "2018-06-21 10:55:00 2018-06-21 10:55:00  000001   1569  \n",
       "2018-06-21 10:56:00 2018-06-21 10:56:00  000001   1570  \n",
       "2018-06-21 10:56:00 2018-06-21 10:56:00  000001   1571  \n",
       "2018-06-21 10:56:00 2018-06-21 10:56:00  000001   1572  \n",
       "\n",
       "[1573 rows x 9 columns]"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取股票当日分时成交tick\n",
    "QA.QA_fetch_get_stock_transaction_realtime('tdx','000001')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2017-07-12\n",
      "QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2017-07-13\n",
      "QUANTAXIS>> Successfully Getting 000001 history transaction data in day 2017-07-14\n"
     ]
    },
    {
     "data": {
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       "      <th></th>\n",
       "      <th>time</th>\n",
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       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.27</td>\n",
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       "      <td>2</td>\n",
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       "      <td>000001</td>\n",
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       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
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       "      <td>2</td>\n",
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       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
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       "      <th>2017-07-12 09:30:00</th>\n",
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       "      <td>000001</td>\n",
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       "      <th>2017-07-12 09:30:00</th>\n",
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       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
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       "      <th>2017-07-12 09:30:00</th>\n",
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       "      <td>1</td>\n",
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       "      <td>000001</td>\n",
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       "      <th>2017-07-12 09:30:00</th>\n",
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       "      <td>000001</td>\n",
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       "      <th>2017-07-12 09:30:00</th>\n",
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       "      <td>2017-07-12</td>\n",
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       "      <td>000001</td>\n",
       "      <td>8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
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       "      <td>000001</td>\n",
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       "      <th>2017-07-12 09:30:00</th>\n",
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       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>12</td>\n",
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       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
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       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>000001</td>\n",
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       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>15</td>\n",
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       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
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       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>16</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.28</td>\n",
       "      <td>3814</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.30</td>\n",
       "      <td>4391</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.29</td>\n",
       "      <td>2860</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>19</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.29</td>\n",
       "      <td>3863</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.29</td>\n",
       "      <td>3289</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.29</td>\n",
       "      <td>3556</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.28</td>\n",
       "      <td>917</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.29</td>\n",
       "      <td>3481</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.29</td>\n",
       "      <td>816</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.29</td>\n",
       "      <td>1525</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.30</td>\n",
       "      <td>1920</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>27</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:30:00</th>\n",
       "      <td>09:30</td>\n",
       "      <td>10.28</td>\n",
       "      <td>4215</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:30:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>28</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-12 09:31:00</th>\n",
       "      <td>09:31</td>\n",
       "      <td>10.29</td>\n",
       "      <td>1311</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-12</td>\n",
       "      <td>2017-07-12 09:31:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>29</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:54:00</th>\n",
       "      <td>14:54</td>\n",
       "      <td>10.87</td>\n",
       "      <td>154</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4546</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:54:00</th>\n",
       "      <td>14:54</td>\n",
       "      <td>10.87</td>\n",
       "      <td>165</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:54:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4547</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>187</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4548</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>1100</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>479</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4550</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.88</td>\n",
       "      <td>1057</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4551</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>151</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4552</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>130</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4553</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>579</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4554</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>414</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4555</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>267</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4556</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>582</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4557</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>1879</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4558</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>129</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4559</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>1213</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4560</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>2416</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4561</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>209</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4562</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>651</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4563</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>351</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.88</td>\n",
       "      <td>6037</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4565</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>313</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4566</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:55:00</th>\n",
       "      <td>14:55</td>\n",
       "      <td>10.87</td>\n",
       "      <td>250</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:55:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4567</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:56:00</th>\n",
       "      <td>14:56</td>\n",
       "      <td>10.88</td>\n",
       "      <td>587</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4568</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:56:00</th>\n",
       "      <td>14:56</td>\n",
       "      <td>10.87</td>\n",
       "      <td>6985</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4569</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:56:00</th>\n",
       "      <td>14:56</td>\n",
       "      <td>10.88</td>\n",
       "      <td>146</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4570</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:56:00</th>\n",
       "      <td>14:56</td>\n",
       "      <td>10.88</td>\n",
       "      <td>189</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4571</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:56:00</th>\n",
       "      <td>14:56</td>\n",
       "      <td>10.88</td>\n",
       "      <td>590</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4572</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:56:00</th>\n",
       "      <td>14:56</td>\n",
       "      <td>10.89</td>\n",
       "      <td>106</td>\n",
       "      <td>0</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4573</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:56:00</th>\n",
       "      <td>14:56</td>\n",
       "      <td>10.88</td>\n",
       "      <td>305</td>\n",
       "      <td>1</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:56:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4574</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-14 14:59:00</th>\n",
       "      <td>14:59</td>\n",
       "      <td>10.90</td>\n",
       "      <td>21269</td>\n",
       "      <td>2</td>\n",
       "      <td>2017-07-14</td>\n",
       "      <td>2017-07-14 14:59:00</td>\n",
       "      <td>000001</td>\n",
       "      <td>4575</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>13933 rows × 8 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      time  price    vol  buyorsell        date  \\\n",
       "datetime                                                          \n",
       "2017-07-12 09:30:00  09:30  10.27  32349          2  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.28   1195          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.31  22759          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   1235          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.31   2423          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.32    461          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.31   1499          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   7855          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.31    912          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   6924          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   6436          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29   8479          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.28   8315          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.27   6221          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   2535          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   1706          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.28   1927          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.28   3814          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   4391          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29   2860          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29   3863          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29   3289          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29   3556          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.28    917          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29   3481          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29    816          1  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.29   1525          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.30   1920          0  2017-07-12   \n",
       "2017-07-12 09:30:00  09:30  10.28   4215          1  2017-07-12   \n",
       "2017-07-12 09:31:00  09:31  10.29   1311          0  2017-07-12   \n",
       "...                    ...    ...    ...        ...         ...   \n",
       "2017-07-14 14:54:00  14:54  10.87    154          1  2017-07-14   \n",
       "2017-07-14 14:54:00  14:54  10.87    165          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    187          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87   1100          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    479          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.88   1057          0  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    151          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    130          0  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    579          0  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    414          0  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    267          0  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    582          0  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87   1879          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    129          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87   1213          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87   2416          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    209          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    651          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    351          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.88   6037          0  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    313          1  2017-07-14   \n",
       "2017-07-14 14:55:00  14:55  10.87    250          1  2017-07-14   \n",
       "2017-07-14 14:56:00  14:56  10.88    587          0  2017-07-14   \n",
       "2017-07-14 14:56:00  14:56  10.87   6985          1  2017-07-14   \n",
       "2017-07-14 14:56:00  14:56  10.88    146          1  2017-07-14   \n",
       "2017-07-14 14:56:00  14:56  10.88    189          0  2017-07-14   \n",
       "2017-07-14 14:56:00  14:56  10.88    590          1  2017-07-14   \n",
       "2017-07-14 14:56:00  14:56  10.89    106          0  2017-07-14   \n",
       "2017-07-14 14:56:00  14:56  10.88    305          1  2017-07-14   \n",
       "2017-07-14 14:59:00  14:59  10.90  21269          2  2017-07-14   \n",
       "\n",
       "                                datetime    code  order  \n",
       "datetime                                                 \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      0  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      1  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      2  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      3  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      4  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      5  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      6  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      7  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      8  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001      9  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     10  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     11  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     12  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     13  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     14  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     15  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     16  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     17  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     18  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     19  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     20  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     21  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     22  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     23  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     24  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     25  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     26  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     27  \n",
       "2017-07-12 09:30:00  2017-07-12 09:30:00  000001     28  \n",
       "2017-07-12 09:31:00  2017-07-12 09:31:00  000001     29  \n",
       "...                                  ...     ...    ...  \n",
       "2017-07-14 14:54:00  2017-07-14 14:54:00  000001   4546  \n",
       "2017-07-14 14:54:00  2017-07-14 14:54:00  000001   4547  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4548  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4549  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4550  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4551  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4552  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4553  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4554  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4555  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4556  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4557  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4558  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4559  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4560  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4561  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4562  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4563  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4564  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4565  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4566  \n",
       "2017-07-14 14:55:00  2017-07-14 14:55:00  000001   4567  \n",
       "2017-07-14 14:56:00  2017-07-14 14:56:00  000001   4568  \n",
       "2017-07-14 14:56:00  2017-07-14 14:56:00  000001   4569  \n",
       "2017-07-14 14:56:00  2017-07-14 14:56:00  000001   4570  \n",
       "2017-07-14 14:56:00  2017-07-14 14:56:00  000001   4571  \n",
       "2017-07-14 14:56:00  2017-07-14 14:56:00  000001   4572  \n",
       "2017-07-14 14:56:00  2017-07-14 14:56:00  000001   4573  \n",
       "2017-07-14 14:56:00  2017-07-14 14:56:00  000001   4574  \n",
       "2017-07-14 14:59:00  2017-07-14 14:59:00  000001   4575  \n",
       "\n",
       "[13933 rows x 8 columns]"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取股票历史分笔成交tick\n",
    "QA.QA_fetch_get_stock_transaction('tdx','000001','2017-07-12','2017-07-15')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <td>603499</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
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       "      <td>603500</td>\n",
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       "      <td>603506</td>\n",
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       "      <th>603507</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603507</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603516</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603516</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603607</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603607</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603617</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603617</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603637</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603637</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603648</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603648</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603676</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603676</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603683</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603683</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603709</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603709</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603711</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603711</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603712</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603712</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603721</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603721</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603722</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603722</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603777</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603777</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603800</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603800</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603813</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603813</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603895</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603895</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603897</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603897</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603912</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603912</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603917</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603917</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603936</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603936</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603937</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603937</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>603970</th>\n",
       "      <td>近期异动</td>\n",
       "      <td>603970</td>\n",
       "      <td>fg</td>\n",
       "      <td>tdx</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>34624 rows × 4 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "       blockname    code type source\n",
       "code                                \n",
       "000001     通达信88  000001   gn    tdx\n",
       "000002     通达信88  000002   gn    tdx\n",
       "000008     通达信88  000008   gn    tdx\n",
       "000028     通达信88  000028   gn    tdx\n",
       "000157     通达信88  000157   gn    tdx\n",
       "000333     通达信88  000333   gn    tdx\n",
       "000425     通达信88  000425   gn    tdx\n",
       "000531     通达信88  000531   gn    tdx\n",
       "000538     通达信88  000538   gn    tdx\n",
       "000703     通达信88  000703   gn    tdx\n",
       "000776     通达信88  000776   gn    tdx\n",
       "000837     通达信88  000837   gn    tdx\n",
       "000876     通达信88  000876   gn    tdx\n",
       "000895     通达信88  000895   gn    tdx\n",
       "000900     通达信88  000900   gn    tdx\n",
       "000970     通达信88  000970   gn    tdx\n",
       "000996     通达信88  000996   gn    tdx\n",
       "002033     通达信88  002033   gn    tdx\n",
       "002039     通达信88  002039   gn    tdx\n",
       "002051     通达信88  002051   gn    tdx\n",
       "002186     通达信88  002186   gn    tdx\n",
       "002236     通达信88  002236   gn    tdx\n",
       "002293     通达信88  002293   gn    tdx\n",
       "002310     通达信88  002310   gn    tdx\n",
       "002315     通达信88  002315   gn    tdx\n",
       "002371     通达信88  002371   gn    tdx\n",
       "002422     通达信88  002422   gn    tdx\n",
       "002456     通达信88  002456   gn    tdx\n",
       "002511     通达信88  002511   gn    tdx\n",
       "002572     通达信88  002572   gn    tdx\n",
       "...          ...     ...  ...    ...\n",
       "603356      近期异动  603356   fg    tdx\n",
       "603363      近期异动  603363   fg    tdx\n",
       "603477      近期异动  603477   fg    tdx\n",
       "603486      近期异动  603486   fg    tdx\n",
       "603499      近期异动  603499   fg    tdx\n",
       "603500      近期异动  603500   fg    tdx\n",
       "603506      近期异动  603506   fg    tdx\n",
       "603507      近期异动  603507   fg    tdx\n",
       "603516      近期异动  603516   fg    tdx\n",
       "603607      近期异动  603607   fg    tdx\n",
       "603617      近期异动  603617   fg    tdx\n",
       "603637      近期异动  603637   fg    tdx\n",
       "603648      近期异动  603648   fg    tdx\n",
       "603676      近期异动  603676   fg    tdx\n",
       "603683      近期异动  603683   fg    tdx\n",
       "603709      近期异动  603709   fg    tdx\n",
       "603711      近期异动  603711   fg    tdx\n",
       "603712      近期异动  603712   fg    tdx\n",
       "603721      近期异动  603721   fg    tdx\n",
       "603722      近期异动  603722   fg    tdx\n",
       "603777      近期异动  603777   fg    tdx\n",
       "603800      近期异动  603800   fg    tdx\n",
       "603813      近期异动  603813   fg    tdx\n",
       "603895      近期异动  603895   fg    tdx\n",
       "603897      近期异动  603897   fg    tdx\n",
       "603912      近期异动  603912   fg    tdx\n",
       "603917      近期异动  603917   fg    tdx\n",
       "603936      近期异动  603936   fg    tdx\n",
       "603937      近期异动  603937   fg    tdx\n",
       "603970      近期异动  603970   fg    tdx\n",
       "\n",
       "[34624 rows x 4 columns]"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取通达信的股票板块\n",
    "QA.QA_fetch_get_stock_block('tdx')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>market</th>\n",
       "      <th>code</th>\n",
       "      <th>liutongguben</th>\n",
       "      <th>province</th>\n",
       "      <th>industry</th>\n",
       "      <th>updated_date</th>\n",
       "      <th>ipo_date</th>\n",
       "      <th>zongguben</th>\n",
       "      <th>guojiagu</th>\n",
       "      <th>faqirenfarengu</th>\n",
       "      <th>...</th>\n",
       "      <th>touzishouyu</th>\n",
       "      <th>jingyingxianjinliu</th>\n",
       "      <th>zongxianjinliu</th>\n",
       "      <th>cunhuo</th>\n",
       "      <th>lirunzonghe</th>\n",
       "      <th>shuihoulirun</th>\n",
       "      <th>jinglirun</th>\n",
       "      <th>weifenpeilirun</th>\n",
       "      <th>meigujingzichan</th>\n",
       "      <th>baoliu2</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0</td>\n",
       "      <td>000001</td>\n",
       "      <td>1.717025e+10</td>\n",
       "      <td>18</td>\n",
       "      <td>1</td>\n",
       "      <td>20180518</td>\n",
       "      <td>19910403</td>\n",
       "      <td>1.717041e+10</td>\n",
       "      <td>1.801990e+09</td>\n",
       "      <td>6.214000e+10</td>\n",
       "      <td>...</td>\n",
       "      <td>4.160000e+09</td>\n",
       "      <td>4.144200e+11</td>\n",
       "      <td>5.516600e+11</td>\n",
       "      <td>0.0</td>\n",
       "      <td>8.567000e+10</td>\n",
       "      <td>6.595000e+10</td>\n",
       "      <td>6.595000e+10</td>\n",
       "      <td>8.044500e+11</td>\n",
       "      <td>11.85</td>\n",
       "      <td>3.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1 rows × 37 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "   market    code  liutongguben  province  industry  updated_date  ipo_date  \\\n",
       "0       0  000001  1.717025e+10        18         1      20180518  19910403   \n",
       "\n",
       "      zongguben      guojiagu  faqirenfarengu   ...      touzishouyu  \\\n",
       "0  1.717041e+10  1.801990e+09    6.214000e+10   ...     4.160000e+09   \n",
       "\n",
       "   jingyingxianjinliu  zongxianjinliu  cunhuo   lirunzonghe  shuihoulirun  \\\n",
       "0        4.144200e+11    5.516600e+11     0.0  8.567000e+10  6.595000e+10   \n",
       "\n",
       "      jinglirun  weifenpeilirun  meigujingzichan  baoliu2  \n",
       "0  6.595000e+10    8.044500e+11            11.85      3.0  \n",
       "\n",
       "[1 rows x 37 columns]"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取股票的最新一期的财务报表数据\n",
    "\n",
    "QA.QA_fetch_get_stock_info('000001')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>category</th>\n",
       "      <th>name</th>\n",
       "      <th>fenhong</th>\n",
       "      <th>peigujia</th>\n",
       "      <th>songzhuangu</th>\n",
       "      <th>peigu</th>\n",
       "      <th>suogu</th>\n",
       "      <th>liquidity_before</th>\n",
       "      <th>liquidity_after</th>\n",
       "      <th>shares_before</th>\n",
       "      <th>shares_after</th>\n",
       "      <th>fenshu</th>\n",
       "      <th>xingquanjia</th>\n",
       "      <th>date</th>\n",
       "      <th>category_meaning</th>\n",
       "      <th>code</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1990-03-01</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>0.000</td>\n",
       "      <td>3.56</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1990-03-01</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1991-04-03</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>2.650000e+03</td>\n",
       "      <td>0.000000e+00</td>\n",
       "      <td>4.850017e+03</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1991-04-03</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1991-05-02</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>3.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>4.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1991-05-02</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1991-05-02</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.650000e+03</td>\n",
       "      <td>3.949072e+03</td>\n",
       "      <td>4.850017e+03</td>\n",
       "      <td>8.975164e+03</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1991-05-02</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1991-08-17</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1991-08-17</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1992-03-23</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>2.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1992-03-23</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-24</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>3.000</td>\n",
       "      <td>16.00</td>\n",
       "      <td>8.5</td>\n",
       "      <td>1.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1993-05-24</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-05-24</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.949072e+03</td>\n",
       "      <td>1.881298e+04</td>\n",
       "      <td>8.975164e+03</td>\n",
       "      <td>2.694179e+04</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1993-05-24</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1993-06-30</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.881298e+04</td>\n",
       "      <td>1.800433e+04</td>\n",
       "      <td>2.694179e+04</td>\n",
       "      <td>2.612537e+04</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1993-06-30</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-07-09</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.800433e+04</td>\n",
       "      <td>1.980477e+04</td>\n",
       "      <td>2.612537e+04</td>\n",
       "      <td>2.873791e+04</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1994-07-09</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-07-11</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>5.000</td>\n",
       "      <td>5.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1994-07-11</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1994-07-14</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.980477e+04</td>\n",
       "      <td>2.970715e+04</td>\n",
       "      <td>2.873791e+04</td>\n",
       "      <td>4.310686e+04</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1994-07-14</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1995-09-25</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>3.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1995-09-25</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1995-09-27</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.970715e+04</td>\n",
       "      <td>3.564858e+04</td>\n",
       "      <td>4.310686e+04</td>\n",
       "      <td>5.172824e+04</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1995-09-27</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1996-05-27</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>10.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1996-05-27</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1996-05-29</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.564858e+04</td>\n",
       "      <td>7.144230e+04</td>\n",
       "      <td>5.172824e+04</td>\n",
       "      <td>1.034565e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1996-05-29</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1997-08-25</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>2.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>5.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1997-08-25</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1997-08-27</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>7.144230e+04</td>\n",
       "      <td>1.071634e+05</td>\n",
       "      <td>1.034565e+05</td>\n",
       "      <td>1.551847e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1997-08-27</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1999-10-18</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>6.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1999-10-18</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-11-06</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>0.000</td>\n",
       "      <td>8.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2000-11-06</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-12-08</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.071634e+05</td>\n",
       "      <td>1.393125e+05</td>\n",
       "      <td>1.551847e+05</td>\n",
       "      <td>1.945822e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2000-12-08</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2001-10-15</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.393125e+05</td>\n",
       "      <td>1.409362e+05</td>\n",
       "      <td>1.945822e+05</td>\n",
       "      <td>1.945822e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2001-10-15</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2002-07-23</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.500</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2002-07-23</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2003-09-29</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.500</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2003-09-29</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007-06-18</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>0.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2007-06-18</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007-06-20</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.409362e+05</td>\n",
       "      <td>1.550188e+05</td>\n",
       "      <td>1.945822e+05</td>\n",
       "      <td>2.086758e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2007-06-20</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007-12-28</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.550188e+05</td>\n",
       "      <td>1.703272e+05</td>\n",
       "      <td>2.086758e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2007-12-28</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2007-12-31</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.703272e+05</td>\n",
       "      <td>1.703256e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2007-12-31</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-01-21</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.703256e+05</td>\n",
       "      <td>1.756821e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2008-01-21</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-06-26</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.756821e+05</td>\n",
       "      <td>2.046520e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2008-06-26</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-06-27</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.046520e+05</td>\n",
       "      <td>2.142004e+05</td>\n",
       "      <td>2.293407e+05</td>\n",
       "      <td>2.388795e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2008-06-27</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-10-31</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>0.335</td>\n",
       "      <td>0.00</td>\n",
       "      <td>3.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2008-10-31</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2008-10-31</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.142004e+05</td>\n",
       "      <td>2.784606e+05</td>\n",
       "      <td>2.388795e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2008-10-31</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2009-06-22</th>\n",
       "      <td>3</td>\n",
       "      <td>非流通股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.784606e+05</td>\n",
       "      <td>2.923675e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2009-06-22</td>\n",
       "      <td>非流通股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2009-06-30</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.923675e+05</td>\n",
       "      <td>2.923757e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2009-06-30</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2009-10-15</th>\n",
       "      <td>3</td>\n",
       "      <td>非流通股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.923757e+05</td>\n",
       "      <td>2.924114e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2009-10-15</td>\n",
       "      <td>非流通股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-06-28</th>\n",
       "      <td>3</td>\n",
       "      <td>非流通股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>2.924114e+05</td>\n",
       "      <td>3.105370e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2010-06-28</td>\n",
       "      <td>非流通股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-06-29</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.105370e+05</td>\n",
       "      <td>3.105370e+05</td>\n",
       "      <td>3.105434e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2010-06-29</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-06-30</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.105370e+05</td>\n",
       "      <td>3.105368e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2010-06-30</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-12-31</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.105368e+05</td>\n",
       "      <td>3.105358e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2010-12-31</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2011-06-30</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.105358e+05</td>\n",
       "      <td>3.105359e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2011-06-30</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2011-08-05</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.105359e+05</td>\n",
       "      <td>3.105359e+05</td>\n",
       "      <td>3.485014e+05</td>\n",
       "      <td>5.123350e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2011-08-05</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2012-10-19</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.000</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2012-10-19</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-06-20</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.700</td>\n",
       "      <td>0.00</td>\n",
       "      <td>6.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2013-06-20</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-06-20</th>\n",
       "      <td>2</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>3.105359e+05</td>\n",
       "      <td>4.968574e+05</td>\n",
       "      <td>5.123350e+05</td>\n",
       "      <td>8.197361e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2013-06-20</td>\n",
       "      <td>送配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-11-12</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>4.968574e+05</td>\n",
       "      <td>5.575902e+05</td>\n",
       "      <td>8.197361e+05</td>\n",
       "      <td>8.197361e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2013-11-12</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-01-09</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>5.575902e+05</td>\n",
       "      <td>5.575902e+05</td>\n",
       "      <td>8.197361e+05</td>\n",
       "      <td>9.520746e+05</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2014-01-09</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-06-12</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.600</td>\n",
       "      <td>0.00</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2014-06-12</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-06-12</th>\n",
       "      <td>9</td>\n",
       "      <td>转配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>5.575902e+05</td>\n",
       "      <td>6.691059e+05</td>\n",
       "      <td>9.520746e+05</td>\n",
       "      <td>1.142490e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2014-06-12</td>\n",
       "      <td>转配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2014-09-01</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>6.691059e+05</td>\n",
       "      <td>9.836712e+05</td>\n",
       "      <td>1.142490e+06</td>\n",
       "      <td>1.142490e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2014-09-01</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-13</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.740</td>\n",
       "      <td>0.00</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2015-04-13</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-04-13</th>\n",
       "      <td>9</td>\n",
       "      <td>转配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>9.836712e+05</td>\n",
       "      <td>1.180406e+06</td>\n",
       "      <td>1.142490e+06</td>\n",
       "      <td>1.370987e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2015-04-13</td>\n",
       "      <td>转配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2015-05-21</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.180406e+06</td>\n",
       "      <td>1.180406e+06</td>\n",
       "      <td>1.370987e+06</td>\n",
       "      <td>1.430868e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2015-05-21</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-05-23</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.180406e+06</td>\n",
       "      <td>1.219265e+06</td>\n",
       "      <td>1.430868e+06</td>\n",
       "      <td>1.430868e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2016-05-23</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-06-16</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.530</td>\n",
       "      <td>0.00</td>\n",
       "      <td>2.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2016-06-16</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-06-16</th>\n",
       "      <td>9</td>\n",
       "      <td>转配股上市</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.219265e+06</td>\n",
       "      <td>1.463118e+06</td>\n",
       "      <td>1.430868e+06</td>\n",
       "      <td>1.717041e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2016-06-16</td>\n",
       "      <td>转配股上市</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.463118e+06</td>\n",
       "      <td>1.691799e+06</td>\n",
       "      <td>1.717041e+06</td>\n",
       "      <td>1.717041e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2017-01-09</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-07-21</th>\n",
       "      <td>1</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>1.580</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>None</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2017-07-21</td>\n",
       "      <td>除权除息</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-12-31</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.691799e+06</td>\n",
       "      <td>1.691798e+06</td>\n",
       "      <td>1.717041e+06</td>\n",
       "      <td>1.717041e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2017-12-31</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-21</th>\n",
       "      <td>5</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>None</td>\n",
       "      <td>1.691798e+06</td>\n",
       "      <td>1.717025e+06</td>\n",
       "      <td>1.717041e+06</td>\n",
       "      <td>1.717041e+06</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>2018-05-21</td>\n",
       "      <td>股本变化</td>\n",
       "      <td>000001</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            category    name  fenhong  peigujia  songzhuangu  peigu suogu  \\\n",
       "date                                                                        \n",
       "1990-03-01         1    除权除息    0.000      3.56          0.0    1.0  None   \n",
       "1991-04-03         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "1991-05-02         1    除权除息    3.000      0.00          4.0    0.0  None   \n",
       "1991-05-02         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1991-08-17         1    除权除息    0.000      0.00         10.0    0.0  None   \n",
       "1992-03-23         1    除权除息    2.000      0.00          5.0    0.0  None   \n",
       "1993-05-24         1    除权除息    3.000     16.00          8.5    1.0  None   \n",
       "1993-05-24         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1993-06-30         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1994-07-09         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1994-07-11         1    除权除息    5.000      5.00          5.0    1.0  None   \n",
       "1994-07-14         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1995-09-25         1    除权除息    3.000      0.00          2.0    0.0  None   \n",
       "1995-09-27         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1996-05-27         1    除权除息    0.000      0.00         10.0    0.0  None   \n",
       "1996-05-29         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1997-08-25         1    除权除息    2.000      0.00          5.0    0.0  None   \n",
       "1997-08-27         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "1999-10-18         1    除权除息    6.000      0.00          0.0    0.0  None   \n",
       "2000-11-06         1    除权除息    0.000      8.00          0.0    3.0  None   \n",
       "2000-12-08         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "2001-10-15         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2002-07-23         1    除权除息    1.500      0.00          0.0    0.0  None   \n",
       "2003-09-29         1    除权除息    1.500      0.00          0.0    0.0  None   \n",
       "2007-06-18         1    除权除息    0.000      0.00          1.0    0.0  None   \n",
       "2007-06-20         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2007-12-28         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2007-12-31         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2008-01-21         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2008-06-26         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2008-06-27         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2008-10-31         1    除权除息    0.335      0.00          3.0    0.0  None   \n",
       "2008-10-31         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2009-06-22         3  非流通股上市      NaN       NaN          NaN    NaN  None   \n",
       "2009-06-30         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2009-10-15         3  非流通股上市      NaN       NaN          NaN    NaN  None   \n",
       "2010-06-28         3  非流通股上市      NaN       NaN          NaN    NaN  None   \n",
       "2010-06-29         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2010-06-30         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2010-12-31         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2011-06-30         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2011-08-05         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2012-10-19         1    除权除息    1.000      0.00          0.0    0.0  None   \n",
       "2013-06-20         1    除权除息    1.700      0.00          6.0    0.0  None   \n",
       "2013-06-20         2   送配股上市      NaN       NaN          NaN    NaN  None   \n",
       "2013-11-12         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2014-01-09         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2014-06-12         1    除权除息    1.600      0.00          2.0    0.0  None   \n",
       "2014-06-12         9   转配股上市      NaN       NaN          NaN    NaN  None   \n",
       "2014-09-01         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2015-04-13         1    除权除息    1.740      0.00          2.0    0.0  None   \n",
       "2015-04-13         9   转配股上市      NaN       NaN          NaN    NaN  None   \n",
       "2015-05-21         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2016-05-23         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2016-06-16         1    除权除息    1.530      0.00          2.0    0.0  None   \n",
       "2016-06-16         9   转配股上市      NaN       NaN          NaN    NaN  None   \n",
       "2017-01-09         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2017-07-21         1    除权除息    1.580      0.00          0.0    0.0  None   \n",
       "2017-12-31         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "2018-05-21         5    股本变化      NaN       NaN          NaN    NaN  None   \n",
       "\n",
       "            liquidity_before  liquidity_after  shares_before  shares_after  \\\n",
       "date                                                                         \n",
       "1990-03-01               NaN              NaN            NaN           NaN   \n",
       "1991-04-03      0.000000e+00     2.650000e+03   0.000000e+00  4.850017e+03   \n",
       "1991-05-02               NaN              NaN            NaN           NaN   \n",
       "1991-05-02      2.650000e+03     3.949072e+03   4.850017e+03  8.975164e+03   \n",
       "1991-08-17               NaN              NaN            NaN           NaN   \n",
       "1992-03-23               NaN              NaN            NaN           NaN   \n",
       "1993-05-24               NaN              NaN            NaN           NaN   \n",
       "1993-05-24      3.949072e+03     1.881298e+04   8.975164e+03  2.694179e+04   \n",
       "1993-06-30      1.881298e+04     1.800433e+04   2.694179e+04  2.612537e+04   \n",
       "1994-07-09      1.800433e+04     1.980477e+04   2.612537e+04  2.873791e+04   \n",
       "1994-07-11               NaN              NaN            NaN           NaN   \n",
       "1994-07-14      1.980477e+04     2.970715e+04   2.873791e+04  4.310686e+04   \n",
       "1995-09-25               NaN              NaN            NaN           NaN   \n",
       "1995-09-27      2.970715e+04     3.564858e+04   4.310686e+04  5.172824e+04   \n",
       "1996-05-27               NaN              NaN            NaN           NaN   \n",
       "1996-05-29      3.564858e+04     7.144230e+04   5.172824e+04  1.034565e+05   \n",
       "1997-08-25               NaN              NaN            NaN           NaN   \n",
       "1997-08-27      7.144230e+04     1.071634e+05   1.034565e+05  1.551847e+05   \n",
       "1999-10-18               NaN              NaN            NaN           NaN   \n",
       "2000-11-06               NaN              NaN            NaN           NaN   \n",
       "2000-12-08      1.071634e+05     1.393125e+05   1.551847e+05  1.945822e+05   \n",
       "2001-10-15      1.393125e+05     1.409362e+05   1.945822e+05  1.945822e+05   \n",
       "2002-07-23               NaN              NaN            NaN           NaN   \n",
       "2003-09-29               NaN              NaN            NaN           NaN   \n",
       "2007-06-18               NaN              NaN            NaN           NaN   \n",
       "2007-06-20      1.409362e+05     1.550188e+05   1.945822e+05  2.086758e+05   \n",
       "2007-12-28      1.550188e+05     1.703272e+05   2.086758e+05  2.293407e+05   \n",
       "2007-12-31      1.703272e+05     1.703256e+05   2.293407e+05  2.293407e+05   \n",
       "2008-01-21      1.703256e+05     1.756821e+05   2.293407e+05  2.293407e+05   \n",
       "2008-06-26      1.756821e+05     2.046520e+05   2.293407e+05  2.293407e+05   \n",
       "2008-06-27      2.046520e+05     2.142004e+05   2.293407e+05  2.388795e+05   \n",
       "2008-10-31               NaN              NaN            NaN           NaN   \n",
       "2008-10-31      2.142004e+05     2.784606e+05   2.388795e+05  3.105434e+05   \n",
       "2009-06-22      2.784606e+05     2.923675e+05   3.105434e+05  3.105434e+05   \n",
       "2009-06-30      2.923675e+05     2.923757e+05   3.105434e+05  3.105434e+05   \n",
       "2009-10-15      2.923757e+05     2.924114e+05   3.105434e+05  3.105434e+05   \n",
       "2010-06-28      2.924114e+05     3.105370e+05   3.105434e+05  3.105434e+05   \n",
       "2010-06-29      3.105370e+05     3.105370e+05   3.105434e+05  3.485014e+05   \n",
       "2010-06-30      3.105370e+05     3.105368e+05   3.485014e+05  3.485014e+05   \n",
       "2010-12-31      3.105368e+05     3.105358e+05   3.485014e+05  3.485014e+05   \n",
       "2011-06-30      3.105358e+05     3.105359e+05   3.485014e+05  3.485014e+05   \n",
       "2011-08-05      3.105359e+05     3.105359e+05   3.485014e+05  5.123350e+05   \n",
       "2012-10-19               NaN              NaN            NaN           NaN   \n",
       "2013-06-20               NaN              NaN            NaN           NaN   \n",
       "2013-06-20      3.105359e+05     4.968574e+05   5.123350e+05  8.197361e+05   \n",
       "2013-11-12      4.968574e+05     5.575902e+05   8.197361e+05  8.197361e+05   \n",
       "2014-01-09      5.575902e+05     5.575902e+05   8.197361e+05  9.520746e+05   \n",
       "2014-06-12               NaN              NaN            NaN           NaN   \n",
       "2014-06-12      5.575902e+05     6.691059e+05   9.520746e+05  1.142490e+06   \n",
       "2014-09-01      6.691059e+05     9.836712e+05   1.142490e+06  1.142490e+06   \n",
       "2015-04-13               NaN              NaN            NaN           NaN   \n",
       "2015-04-13      9.836712e+05     1.180406e+06   1.142490e+06  1.370987e+06   \n",
       "2015-05-21      1.180406e+06     1.180406e+06   1.370987e+06  1.430868e+06   \n",
       "2016-05-23      1.180406e+06     1.219265e+06   1.430868e+06  1.430868e+06   \n",
       "2016-06-16               NaN              NaN            NaN           NaN   \n",
       "2016-06-16      1.219265e+06     1.463118e+06   1.430868e+06  1.717041e+06   \n",
       "2017-01-09      1.463118e+06     1.691799e+06   1.717041e+06  1.717041e+06   \n",
       "2017-07-21               NaN              NaN            NaN           NaN   \n",
       "2017-12-31      1.691799e+06     1.691798e+06   1.717041e+06  1.717041e+06   \n",
       "2018-05-21      1.691798e+06     1.717025e+06   1.717041e+06  1.717041e+06   \n",
       "\n",
       "           fenshu xingquanjia        date category_meaning    code  \n",
       "date                                                                \n",
       "1990-03-01   None        None  1990-03-01             除权除息  000001  \n",
       "1991-04-03   None        None  1991-04-03             股本变化  000001  \n",
       "1991-05-02   None        None  1991-05-02             除权除息  000001  \n",
       "1991-05-02   None        None  1991-05-02            送配股上市  000001  \n",
       "1991-08-17   None        None  1991-08-17             除权除息  000001  \n",
       "1992-03-23   None        None  1992-03-23             除权除息  000001  \n",
       "1993-05-24   None        None  1993-05-24             除权除息  000001  \n",
       "1993-05-24   None        None  1993-05-24            送配股上市  000001  \n",
       "1993-06-30   None        None  1993-06-30            送配股上市  000001  \n",
       "1994-07-09   None        None  1994-07-09            送配股上市  000001  \n",
       "1994-07-11   None        None  1994-07-11             除权除息  000001  \n",
       "1994-07-14   None        None  1994-07-14            送配股上市  000001  \n",
       "1995-09-25   None        None  1995-09-25             除权除息  000001  \n",
       "1995-09-27   None        None  1995-09-27            送配股上市  000001  \n",
       "1996-05-27   None        None  1996-05-27             除权除息  000001  \n",
       "1996-05-29   None        None  1996-05-29            送配股上市  000001  \n",
       "1997-08-25   None        None  1997-08-25             除权除息  000001  \n",
       "1997-08-27   None        None  1997-08-27            送配股上市  000001  \n",
       "1999-10-18   None        None  1999-10-18             除权除息  000001  \n",
       "2000-11-06   None        None  2000-11-06             除权除息  000001  \n",
       "2000-12-08   None        None  2000-12-08            送配股上市  000001  \n",
       "2001-10-15   None        None  2001-10-15             股本变化  000001  \n",
       "2002-07-23   None        None  2002-07-23             除权除息  000001  \n",
       "2003-09-29   None        None  2003-09-29             除权除息  000001  \n",
       "2007-06-18   None        None  2007-06-18             除权除息  000001  \n",
       "2007-06-20   None        None  2007-06-20             股本变化  000001  \n",
       "2007-12-28   None        None  2007-12-28             股本变化  000001  \n",
       "2007-12-31   None        None  2007-12-31             股本变化  000001  \n",
       "2008-01-21   None        None  2008-01-21             股本变化  000001  \n",
       "2008-06-26   None        None  2008-06-26             股本变化  000001  \n",
       "2008-06-27   None        None  2008-06-27             股本变化  000001  \n",
       "2008-10-31   None        None  2008-10-31             除权除息  000001  \n",
       "2008-10-31   None        None  2008-10-31             股本变化  000001  \n",
       "2009-06-22   None        None  2009-06-22           非流通股上市  000001  \n",
       "2009-06-30   None        None  2009-06-30             股本变化  000001  \n",
       "2009-10-15   None        None  2009-10-15           非流通股上市  000001  \n",
       "2010-06-28   None        None  2010-06-28           非流通股上市  000001  \n",
       "2010-06-29   None        None  2010-06-29             股本变化  000001  \n",
       "2010-06-30   None        None  2010-06-30             股本变化  000001  \n",
       "2010-12-31   None        None  2010-12-31             股本变化  000001  \n",
       "2011-06-30   None        None  2011-06-30             股本变化  000001  \n",
       "2011-08-05   None        None  2011-08-05             股本变化  000001  \n",
       "2012-10-19   None        None  2012-10-19             除权除息  000001  \n",
       "2013-06-20   None        None  2013-06-20             除权除息  000001  \n",
       "2013-06-20   None        None  2013-06-20            送配股上市  000001  \n",
       "2013-11-12   None        None  2013-11-12             股本变化  000001  \n",
       "2014-01-09   None        None  2014-01-09             股本变化  000001  \n",
       "2014-06-12   None        None  2014-06-12             除权除息  000001  \n",
       "2014-06-12   None        None  2014-06-12            转配股上市  000001  \n",
       "2014-09-01   None        None  2014-09-01             股本变化  000001  \n",
       "2015-04-13   None        None  2015-04-13             除权除息  000001  \n",
       "2015-04-13   None        None  2015-04-13            转配股上市  000001  \n",
       "2015-05-21   None        None  2015-05-21             股本变化  000001  \n",
       "2016-05-23   None        None  2016-05-23             股本变化  000001  \n",
       "2016-06-16   None        None  2016-06-16             除权除息  000001  \n",
       "2016-06-16   None        None  2016-06-16            转配股上市  000001  \n",
       "2017-01-09   None        None  2017-01-09             股本变化  000001  \n",
       "2017-07-21   None        None  2017-07-21             除权除息  000001  \n",
       "2017-12-31   None        None  2017-12-31             股本变化  000001  \n",
       "2018-05-21   None        None  2018-05-21             股本变化  000001  "
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取股票除权除息数据\n",
    "QA.QA_fetch_get_stock_xdxr('tdx','000001')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>close</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>vol</th>\n",
       "      <th>amount</th>\n",
       "      <th>date</th>\n",
       "      <th>code</th>\n",
       "      <th>date_stamp</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>2.285</td>\n",
       "      <td>2.314</td>\n",
       "      <td>2.328</td>\n",
       "      <td>2.285</td>\n",
       "      <td>7706524.0</td>\n",
       "      <td>1.783385e+09</td>\n",
       "      <td>2017-01-06</td>\n",
       "      <td>510050</td>\n",
       "      <td>1.483632e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>2.312</td>\n",
       "      <td>2.310</td>\n",
       "      <td>2.324</td>\n",
       "      <td>2.293</td>\n",
       "      <td>7681062.0</td>\n",
       "      <td>1.774093e+09</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>510050</td>\n",
       "      <td>1.484237e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>2.308</td>\n",
       "      <td>2.349</td>\n",
       "      <td>2.353</td>\n",
       "      <td>2.286</td>\n",
       "      <td>11915954.0</td>\n",
       "      <td>2.778351e+09</td>\n",
       "      <td>2017-01-20</td>\n",
       "      <td>510050</td>\n",
       "      <td>1.484842e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-26</th>\n",
       "      <td>2.350</td>\n",
       "      <td>2.366</td>\n",
       "      <td>2.372</td>\n",
       "      <td>2.343</td>\n",
       "      <td>8516911.0</td>\n",
       "      <td>2.006204e+09</td>\n",
       "      <td>2017-01-26</td>\n",
       "      <td>510050</td>\n",
       "      <td>1.485360e+09</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             open  close   high    low         vol        amount        date  \\\n",
       "date                                                                           \n",
       "2017-01-06  2.285  2.314  2.328  2.285   7706524.0  1.783385e+09  2017-01-06   \n",
       "2017-01-13  2.312  2.310  2.324  2.293   7681062.0  1.774093e+09  2017-01-13   \n",
       "2017-01-20  2.308  2.349  2.353  2.286  11915954.0  2.778351e+09  2017-01-20   \n",
       "2017-01-26  2.350  2.366  2.372  2.343   8516911.0  2.006204e+09  2017-01-26   \n",
       "\n",
       "              code    date_stamp  \n",
       "date                              \n",
       "2017-01-06  510050  1.483632e+09  \n",
       "2017-01-13  510050  1.484237e+09  \n",
       "2017-01-20  510050  1.484842e+09  \n",
       "2017-01-26  510050  1.485360e+09  "
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取指数,基金日线数据\n",
    "# 用法和stock_day一致  510050是50etf\n",
    "QA.QA_fetch_get_index_day('tdx','510050','2017-01-01','2017-01-31')\n",
    "QA.QA_fetch_get_index_day('tdx','510050','2017-01-01','2017-01-31',level='w')# 周线数据"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>close</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>vol</th>\n",
       "      <th>amount</th>\n",
       "      <th>datetime</th>\n",
       "      <th>code</th>\n",
       "      <th>date</th>\n",
       "      <th>date_stamp</th>\n",
       "      <th>time_stamp</th>\n",
       "      <th>type</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>datetime</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-11-01 09:45:00</th>\n",
       "      <td>2.851</td>\n",
       "      <td>2.859</td>\n",
       "      <td>2.859</td>\n",
       "      <td>2.848</td>\n",
       "      <td>31317900.0</td>\n",
       "      <td>89326976.0</td>\n",
       "      <td>2017-11-01 09:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509501e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 10:00:00</th>\n",
       "      <td>2.859</td>\n",
       "      <td>2.867</td>\n",
       "      <td>2.868</td>\n",
       "      <td>2.856</td>\n",
       "      <td>16830400.0</td>\n",
       "      <td>48147744.0</td>\n",
       "      <td>2017-11-01 10:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509502e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 10:15:00</th>\n",
       "      <td>2.867</td>\n",
       "      <td>2.866</td>\n",
       "      <td>2.870</td>\n",
       "      <td>2.864</td>\n",
       "      <td>22477600.0</td>\n",
       "      <td>64457360.0</td>\n",
       "      <td>2017-11-01 10:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509502e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 10:30:00</th>\n",
       "      <td>2.865</td>\n",
       "      <td>2.860</td>\n",
       "      <td>2.869</td>\n",
       "      <td>2.859</td>\n",
       "      <td>27384300.0</td>\n",
       "      <td>78407440.0</td>\n",
       "      <td>2017-11-01 10:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509503e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 10:45:00</th>\n",
       "      <td>2.860</td>\n",
       "      <td>2.856</td>\n",
       "      <td>2.863</td>\n",
       "      <td>2.853</td>\n",
       "      <td>57739600.0</td>\n",
       "      <td>165000256.0</td>\n",
       "      <td>2017-11-01 10:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509504e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 11:00:00</th>\n",
       "      <td>2.856</td>\n",
       "      <td>2.852</td>\n",
       "      <td>2.857</td>\n",
       "      <td>2.852</td>\n",
       "      <td>46366000.0</td>\n",
       "      <td>132322688.0</td>\n",
       "      <td>2017-11-01 11:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509505e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 11:15:00</th>\n",
       "      <td>2.852</td>\n",
       "      <td>2.854</td>\n",
       "      <td>2.854</td>\n",
       "      <td>2.849</td>\n",
       "      <td>23111500.0</td>\n",
       "      <td>65901632.0</td>\n",
       "      <td>2017-11-01 11:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509506e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 11:30:00</th>\n",
       "      <td>2.854</td>\n",
       "      <td>2.850</td>\n",
       "      <td>2.857</td>\n",
       "      <td>2.850</td>\n",
       "      <td>17747200.0</td>\n",
       "      <td>50627776.0</td>\n",
       "      <td>2017-11-01 11:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509507e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 13:15:00</th>\n",
       "      <td>2.850</td>\n",
       "      <td>2.844</td>\n",
       "      <td>2.850</td>\n",
       "      <td>2.840</td>\n",
       "      <td>18112400.0</td>\n",
       "      <td>51557184.0</td>\n",
       "      <td>2017-11-01 13:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509513e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 13:30:00</th>\n",
       "      <td>2.843</td>\n",
       "      <td>2.844</td>\n",
       "      <td>2.848</td>\n",
       "      <td>2.842</td>\n",
       "      <td>11268700.0</td>\n",
       "      <td>32052352.0</td>\n",
       "      <td>2017-11-01 13:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509514e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 13:45:00</th>\n",
       "      <td>2.844</td>\n",
       "      <td>2.839</td>\n",
       "      <td>2.844</td>\n",
       "      <td>2.837</td>\n",
       "      <td>24280300.0</td>\n",
       "      <td>68943680.0</td>\n",
       "      <td>2017-11-01 13:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509515e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 14:00:00</th>\n",
       "      <td>2.840</td>\n",
       "      <td>2.847</td>\n",
       "      <td>2.847</td>\n",
       "      <td>2.839</td>\n",
       "      <td>14580700.0</td>\n",
       "      <td>41439104.0</td>\n",
       "      <td>2017-11-01 14:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509516e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 14:15:00</th>\n",
       "      <td>2.846</td>\n",
       "      <td>2.853</td>\n",
       "      <td>2.857</td>\n",
       "      <td>2.845</td>\n",
       "      <td>21338000.0</td>\n",
       "      <td>60828800.0</td>\n",
       "      <td>2017-11-01 14:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509517e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 14:30:00</th>\n",
       "      <td>2.853</td>\n",
       "      <td>2.851</td>\n",
       "      <td>2.854</td>\n",
       "      <td>2.846</td>\n",
       "      <td>12760300.0</td>\n",
       "      <td>36370432.0</td>\n",
       "      <td>2017-11-01 14:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509518e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 14:45:00</th>\n",
       "      <td>2.851</td>\n",
       "      <td>2.845</td>\n",
       "      <td>2.851</td>\n",
       "      <td>2.840</td>\n",
       "      <td>12014600.0</td>\n",
       "      <td>34171328.0</td>\n",
       "      <td>2017-11-01 14:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509519e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-01 15:00:00</th>\n",
       "      <td>2.844</td>\n",
       "      <td>2.842</td>\n",
       "      <td>2.846</td>\n",
       "      <td>2.840</td>\n",
       "      <td>20795800.0</td>\n",
       "      <td>59112256.0</td>\n",
       "      <td>2017-11-01 15:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-01</td>\n",
       "      <td>1.509466e+09</td>\n",
       "      <td>1.509520e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 09:45:00</th>\n",
       "      <td>2.838</td>\n",
       "      <td>2.831</td>\n",
       "      <td>2.845</td>\n",
       "      <td>2.831</td>\n",
       "      <td>31514300.0</td>\n",
       "      <td>89403096.0</td>\n",
       "      <td>2017-11-02 09:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509587e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 10:00:00</th>\n",
       "      <td>2.831</td>\n",
       "      <td>2.830</td>\n",
       "      <td>2.837</td>\n",
       "      <td>2.828</td>\n",
       "      <td>69600304.0</td>\n",
       "      <td>197045888.0</td>\n",
       "      <td>2017-11-02 10:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509588e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 10:15:00</th>\n",
       "      <td>2.831</td>\n",
       "      <td>2.832</td>\n",
       "      <td>2.834</td>\n",
       "      <td>2.830</td>\n",
       "      <td>23876800.0</td>\n",
       "      <td>67604064.0</td>\n",
       "      <td>2017-11-02 10:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509589e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 10:30:00</th>\n",
       "      <td>2.832</td>\n",
       "      <td>2.831</td>\n",
       "      <td>2.834</td>\n",
       "      <td>2.830</td>\n",
       "      <td>24360600.0</td>\n",
       "      <td>68985408.0</td>\n",
       "      <td>2017-11-02 10:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509590e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 10:45:00</th>\n",
       "      <td>2.831</td>\n",
       "      <td>2.834</td>\n",
       "      <td>2.837</td>\n",
       "      <td>2.828</td>\n",
       "      <td>39960200.0</td>\n",
       "      <td>113183744.0</td>\n",
       "      <td>2017-11-02 10:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509591e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 11:00:00</th>\n",
       "      <td>2.834</td>\n",
       "      <td>2.836</td>\n",
       "      <td>2.839</td>\n",
       "      <td>2.833</td>\n",
       "      <td>13625500.0</td>\n",
       "      <td>38655168.0</td>\n",
       "      <td>2017-11-02 11:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509592e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 11:15:00</th>\n",
       "      <td>2.835</td>\n",
       "      <td>2.831</td>\n",
       "      <td>2.836</td>\n",
       "      <td>2.830</td>\n",
       "      <td>10033500.0</td>\n",
       "      <td>28420672.0</td>\n",
       "      <td>2017-11-02 11:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509592e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 11:30:00</th>\n",
       "      <td>2.831</td>\n",
       "      <td>2.829</td>\n",
       "      <td>2.834</td>\n",
       "      <td>2.829</td>\n",
       "      <td>18290000.0</td>\n",
       "      <td>51781376.0</td>\n",
       "      <td>2017-11-02 11:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509593e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 13:15:00</th>\n",
       "      <td>2.830</td>\n",
       "      <td>2.833</td>\n",
       "      <td>2.834</td>\n",
       "      <td>2.827</td>\n",
       "      <td>23404800.0</td>\n",
       "      <td>66226560.0</td>\n",
       "      <td>2017-11-02 13:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509600e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 13:30:00</th>\n",
       "      <td>2.833</td>\n",
       "      <td>2.833</td>\n",
       "      <td>2.834</td>\n",
       "      <td>2.829</td>\n",
       "      <td>10364500.0</td>\n",
       "      <td>29349568.0</td>\n",
       "      <td>2017-11-02 13:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509601e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 13:45:00</th>\n",
       "      <td>2.832</td>\n",
       "      <td>2.833</td>\n",
       "      <td>2.835</td>\n",
       "      <td>2.831</td>\n",
       "      <td>9393900.0</td>\n",
       "      <td>26610880.0</td>\n",
       "      <td>2017-11-02 13:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509602e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 14:00:00</th>\n",
       "      <td>2.833</td>\n",
       "      <td>2.835</td>\n",
       "      <td>2.838</td>\n",
       "      <td>2.831</td>\n",
       "      <td>17788600.0</td>\n",
       "      <td>50429760.0</td>\n",
       "      <td>2017-11-02 14:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509602e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 14:15:00</th>\n",
       "      <td>2.835</td>\n",
       "      <td>2.841</td>\n",
       "      <td>2.842</td>\n",
       "      <td>2.833</td>\n",
       "      <td>25265400.0</td>\n",
       "      <td>71710400.0</td>\n",
       "      <td>2017-11-02 14:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509603e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-02 14:30:00</th>\n",
       "      <td>2.842</td>\n",
       "      <td>2.839</td>\n",
       "      <td>2.842</td>\n",
       "      <td>2.839</td>\n",
       "      <td>35792900.0</td>\n",
       "      <td>101657216.0</td>\n",
       "      <td>2017-11-02 14:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-02</td>\n",
       "      <td>1.509552e+09</td>\n",
       "      <td>1.509604e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 10:15:00</th>\n",
       "      <td>2.896</td>\n",
       "      <td>2.885</td>\n",
       "      <td>2.898</td>\n",
       "      <td>2.883</td>\n",
       "      <td>28279400.0</td>\n",
       "      <td>81754656.0</td>\n",
       "      <td>2017-11-29 10:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511922e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 10:30:00</th>\n",
       "      <td>2.886</td>\n",
       "      <td>2.884</td>\n",
       "      <td>2.886</td>\n",
       "      <td>2.877</td>\n",
       "      <td>35466300.0</td>\n",
       "      <td>102175712.0</td>\n",
       "      <td>2017-11-29 10:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511923e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 10:45:00</th>\n",
       "      <td>2.884</td>\n",
       "      <td>2.884</td>\n",
       "      <td>2.884</td>\n",
       "      <td>2.879</td>\n",
       "      <td>13637800.0</td>\n",
       "      <td>39300768.0</td>\n",
       "      <td>2017-11-29 10:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511924e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 11:00:00</th>\n",
       "      <td>2.883</td>\n",
       "      <td>2.868</td>\n",
       "      <td>2.884</td>\n",
       "      <td>2.868</td>\n",
       "      <td>25140200.0</td>\n",
       "      <td>72248192.0</td>\n",
       "      <td>2017-11-29 11:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511924e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 11:15:00</th>\n",
       "      <td>2.868</td>\n",
       "      <td>2.868</td>\n",
       "      <td>2.872</td>\n",
       "      <td>2.861</td>\n",
       "      <td>22749200.0</td>\n",
       "      <td>65217088.0</td>\n",
       "      <td>2017-11-29 11:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511925e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 11:30:00</th>\n",
       "      <td>2.868</td>\n",
       "      <td>2.872</td>\n",
       "      <td>2.872</td>\n",
       "      <td>2.861</td>\n",
       "      <td>20736700.0</td>\n",
       "      <td>59445248.0</td>\n",
       "      <td>2017-11-29 11:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511926e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 13:15:00</th>\n",
       "      <td>2.872</td>\n",
       "      <td>2.867</td>\n",
       "      <td>2.872</td>\n",
       "      <td>2.865</td>\n",
       "      <td>10210900.0</td>\n",
       "      <td>29286592.0</td>\n",
       "      <td>2017-11-29 13:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511932e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 13:30:00</th>\n",
       "      <td>2.867</td>\n",
       "      <td>2.862</td>\n",
       "      <td>2.867</td>\n",
       "      <td>2.858</td>\n",
       "      <td>15167800.0</td>\n",
       "      <td>43395200.0</td>\n",
       "      <td>2017-11-29 13:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511933e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 13:45:00</th>\n",
       "      <td>2.862</td>\n",
       "      <td>2.870</td>\n",
       "      <td>2.871</td>\n",
       "      <td>2.861</td>\n",
       "      <td>16851400.0</td>\n",
       "      <td>48310016.0</td>\n",
       "      <td>2017-11-29 13:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511934e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 14:00:00</th>\n",
       "      <td>2.870</td>\n",
       "      <td>2.885</td>\n",
       "      <td>2.888</td>\n",
       "      <td>2.870</td>\n",
       "      <td>20015600.0</td>\n",
       "      <td>57637632.0</td>\n",
       "      <td>2017-11-29 14:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511935e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 14:15:00</th>\n",
       "      <td>2.886</td>\n",
       "      <td>2.886</td>\n",
       "      <td>2.888</td>\n",
       "      <td>2.881</td>\n",
       "      <td>13197600.0</td>\n",
       "      <td>38069632.0</td>\n",
       "      <td>2017-11-29 14:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511936e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 14:30:00</th>\n",
       "      <td>2.886</td>\n",
       "      <td>2.892</td>\n",
       "      <td>2.898</td>\n",
       "      <td>2.885</td>\n",
       "      <td>27228000.0</td>\n",
       "      <td>78817408.0</td>\n",
       "      <td>2017-11-29 14:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511937e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 14:45:00</th>\n",
       "      <td>2.891</td>\n",
       "      <td>2.890</td>\n",
       "      <td>2.892</td>\n",
       "      <td>2.886</td>\n",
       "      <td>21694500.0</td>\n",
       "      <td>62682432.0</td>\n",
       "      <td>2017-11-29 14:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511938e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-29 15:00:00</th>\n",
       "      <td>2.889</td>\n",
       "      <td>2.890</td>\n",
       "      <td>2.896</td>\n",
       "      <td>2.889</td>\n",
       "      <td>47067200.0</td>\n",
       "      <td>136130112.0</td>\n",
       "      <td>2017-11-29 15:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>1.511885e+09</td>\n",
       "      <td>1.511939e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 09:45:00</th>\n",
       "      <td>2.880</td>\n",
       "      <td>2.867</td>\n",
       "      <td>2.880</td>\n",
       "      <td>2.862</td>\n",
       "      <td>51529200.0</td>\n",
       "      <td>147891872.0</td>\n",
       "      <td>2017-11-30 09:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512006e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 10:00:00</th>\n",
       "      <td>2.865</td>\n",
       "      <td>2.889</td>\n",
       "      <td>2.892</td>\n",
       "      <td>2.862</td>\n",
       "      <td>35138100.0</td>\n",
       "      <td>101061072.0</td>\n",
       "      <td>2017-11-30 10:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512007e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 10:15:00</th>\n",
       "      <td>2.889</td>\n",
       "      <td>2.894</td>\n",
       "      <td>2.896</td>\n",
       "      <td>2.887</td>\n",
       "      <td>31764300.0</td>\n",
       "      <td>91837040.0</td>\n",
       "      <td>2017-11-30 10:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512008e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 10:30:00</th>\n",
       "      <td>2.894</td>\n",
       "      <td>2.885</td>\n",
       "      <td>2.897</td>\n",
       "      <td>2.885</td>\n",
       "      <td>27517100.0</td>\n",
       "      <td>79530432.0</td>\n",
       "      <td>2017-11-30 10:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512009e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 10:45:00</th>\n",
       "      <td>2.886</td>\n",
       "      <td>2.883</td>\n",
       "      <td>2.888</td>\n",
       "      <td>2.881</td>\n",
       "      <td>19133300.0</td>\n",
       "      <td>55191584.0</td>\n",
       "      <td>2017-11-30 10:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512010e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 11:00:00</th>\n",
       "      <td>2.883</td>\n",
       "      <td>2.889</td>\n",
       "      <td>2.891</td>\n",
       "      <td>2.880</td>\n",
       "      <td>25905100.0</td>\n",
       "      <td>74765248.0</td>\n",
       "      <td>2017-11-30 11:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512011e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 11:15:00</th>\n",
       "      <td>2.889</td>\n",
       "      <td>2.879</td>\n",
       "      <td>2.890</td>\n",
       "      <td>2.879</td>\n",
       "      <td>17156300.0</td>\n",
       "      <td>49473600.0</td>\n",
       "      <td>2017-11-30 11:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512012e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 11:30:00</th>\n",
       "      <td>2.879</td>\n",
       "      <td>2.877</td>\n",
       "      <td>2.880</td>\n",
       "      <td>2.875</td>\n",
       "      <td>32721900.0</td>\n",
       "      <td>94138752.0</td>\n",
       "      <td>2017-11-30 11:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512013e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 13:15:00</th>\n",
       "      <td>2.876</td>\n",
       "      <td>2.877</td>\n",
       "      <td>2.878</td>\n",
       "      <td>2.873</td>\n",
       "      <td>19074800.0</td>\n",
       "      <td>54849728.0</td>\n",
       "      <td>2017-11-30 13:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512019e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 13:30:00</th>\n",
       "      <td>2.878</td>\n",
       "      <td>2.877</td>\n",
       "      <td>2.887</td>\n",
       "      <td>2.877</td>\n",
       "      <td>46821900.0</td>\n",
       "      <td>135013888.0</td>\n",
       "      <td>2017-11-30 13:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512020e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 13:45:00</th>\n",
       "      <td>2.877</td>\n",
       "      <td>2.876</td>\n",
       "      <td>2.881</td>\n",
       "      <td>2.875</td>\n",
       "      <td>27634200.0</td>\n",
       "      <td>79528128.0</td>\n",
       "      <td>2017-11-30 13:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512021e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 14:00:00</th>\n",
       "      <td>2.876</td>\n",
       "      <td>2.875</td>\n",
       "      <td>2.880</td>\n",
       "      <td>2.874</td>\n",
       "      <td>22105200.0</td>\n",
       "      <td>63583360.0</td>\n",
       "      <td>2017-11-30 14:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512022e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 14:15:00</th>\n",
       "      <td>2.875</td>\n",
       "      <td>2.865</td>\n",
       "      <td>2.875</td>\n",
       "      <td>2.863</td>\n",
       "      <td>34819500.0</td>\n",
       "      <td>99853632.0</td>\n",
       "      <td>2017-11-30 14:15:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512022e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 14:30:00</th>\n",
       "      <td>2.865</td>\n",
       "      <td>2.857</td>\n",
       "      <td>2.868</td>\n",
       "      <td>2.855</td>\n",
       "      <td>34043500.0</td>\n",
       "      <td>97437696.0</td>\n",
       "      <td>2017-11-30 14:30:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512023e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 14:45:00</th>\n",
       "      <td>2.858</td>\n",
       "      <td>2.862</td>\n",
       "      <td>2.863</td>\n",
       "      <td>2.850</td>\n",
       "      <td>61303100.0</td>\n",
       "      <td>175138432.0</td>\n",
       "      <td>2017-11-30 14:45:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512024e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-30 15:00:00</th>\n",
       "      <td>2.861</td>\n",
       "      <td>2.858</td>\n",
       "      <td>2.864</td>\n",
       "      <td>2.853</td>\n",
       "      <td>149074400.0</td>\n",
       "      <td>426171776.0</td>\n",
       "      <td>2017-11-30 15:00:00</td>\n",
       "      <td>510050</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>1.511971e+09</td>\n",
       "      <td>1.512025e+09</td>\n",
       "      <td>15min</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>352 rows × 12 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                      open  close   high    low          vol       amount  \\\n",
       "datetime                                                                    \n",
       "2017-11-01 09:45:00  2.851  2.859  2.859  2.848   31317900.0   89326976.0   \n",
       "2017-11-01 10:00:00  2.859  2.867  2.868  2.856   16830400.0   48147744.0   \n",
       "2017-11-01 10:15:00  2.867  2.866  2.870  2.864   22477600.0   64457360.0   \n",
       "2017-11-01 10:30:00  2.865  2.860  2.869  2.859   27384300.0   78407440.0   \n",
       "2017-11-01 10:45:00  2.860  2.856  2.863  2.853   57739600.0  165000256.0   \n",
       "2017-11-01 11:00:00  2.856  2.852  2.857  2.852   46366000.0  132322688.0   \n",
       "2017-11-01 11:15:00  2.852  2.854  2.854  2.849   23111500.0   65901632.0   \n",
       "2017-11-01 11:30:00  2.854  2.850  2.857  2.850   17747200.0   50627776.0   \n",
       "2017-11-01 13:15:00  2.850  2.844  2.850  2.840   18112400.0   51557184.0   \n",
       "2017-11-01 13:30:00  2.843  2.844  2.848  2.842   11268700.0   32052352.0   \n",
       "2017-11-01 13:45:00  2.844  2.839  2.844  2.837   24280300.0   68943680.0   \n",
       "2017-11-01 14:00:00  2.840  2.847  2.847  2.839   14580700.0   41439104.0   \n",
       "2017-11-01 14:15:00  2.846  2.853  2.857  2.845   21338000.0   60828800.0   \n",
       "2017-11-01 14:30:00  2.853  2.851  2.854  2.846   12760300.0   36370432.0   \n",
       "2017-11-01 14:45:00  2.851  2.845  2.851  2.840   12014600.0   34171328.0   \n",
       "2017-11-01 15:00:00  2.844  2.842  2.846  2.840   20795800.0   59112256.0   \n",
       "2017-11-02 09:45:00  2.838  2.831  2.845  2.831   31514300.0   89403096.0   \n",
       "2017-11-02 10:00:00  2.831  2.830  2.837  2.828   69600304.0  197045888.0   \n",
       "2017-11-02 10:15:00  2.831  2.832  2.834  2.830   23876800.0   67604064.0   \n",
       "2017-11-02 10:30:00  2.832  2.831  2.834  2.830   24360600.0   68985408.0   \n",
       "2017-11-02 10:45:00  2.831  2.834  2.837  2.828   39960200.0  113183744.0   \n",
       "2017-11-02 11:00:00  2.834  2.836  2.839  2.833   13625500.0   38655168.0   \n",
       "2017-11-02 11:15:00  2.835  2.831  2.836  2.830   10033500.0   28420672.0   \n",
       "2017-11-02 11:30:00  2.831  2.829  2.834  2.829   18290000.0   51781376.0   \n",
       "2017-11-02 13:15:00  2.830  2.833  2.834  2.827   23404800.0   66226560.0   \n",
       "2017-11-02 13:30:00  2.833  2.833  2.834  2.829   10364500.0   29349568.0   \n",
       "2017-11-02 13:45:00  2.832  2.833  2.835  2.831    9393900.0   26610880.0   \n",
       "2017-11-02 14:00:00  2.833  2.835  2.838  2.831   17788600.0   50429760.0   \n",
       "2017-11-02 14:15:00  2.835  2.841  2.842  2.833   25265400.0   71710400.0   \n",
       "2017-11-02 14:30:00  2.842  2.839  2.842  2.839   35792900.0  101657216.0   \n",
       "...                    ...    ...    ...    ...          ...          ...   \n",
       "2017-11-29 10:15:00  2.896  2.885  2.898  2.883   28279400.0   81754656.0   \n",
       "2017-11-29 10:30:00  2.886  2.884  2.886  2.877   35466300.0  102175712.0   \n",
       "2017-11-29 10:45:00  2.884  2.884  2.884  2.879   13637800.0   39300768.0   \n",
       "2017-11-29 11:00:00  2.883  2.868  2.884  2.868   25140200.0   72248192.0   \n",
       "2017-11-29 11:15:00  2.868  2.868  2.872  2.861   22749200.0   65217088.0   \n",
       "2017-11-29 11:30:00  2.868  2.872  2.872  2.861   20736700.0   59445248.0   \n",
       "2017-11-29 13:15:00  2.872  2.867  2.872  2.865   10210900.0   29286592.0   \n",
       "2017-11-29 13:30:00  2.867  2.862  2.867  2.858   15167800.0   43395200.0   \n",
       "2017-11-29 13:45:00  2.862  2.870  2.871  2.861   16851400.0   48310016.0   \n",
       "2017-11-29 14:00:00  2.870  2.885  2.888  2.870   20015600.0   57637632.0   \n",
       "2017-11-29 14:15:00  2.886  2.886  2.888  2.881   13197600.0   38069632.0   \n",
       "2017-11-29 14:30:00  2.886  2.892  2.898  2.885   27228000.0   78817408.0   \n",
       "2017-11-29 14:45:00  2.891  2.890  2.892  2.886   21694500.0   62682432.0   \n",
       "2017-11-29 15:00:00  2.889  2.890  2.896  2.889   47067200.0  136130112.0   \n",
       "2017-11-30 09:45:00  2.880  2.867  2.880  2.862   51529200.0  147891872.0   \n",
       "2017-11-30 10:00:00  2.865  2.889  2.892  2.862   35138100.0  101061072.0   \n",
       "2017-11-30 10:15:00  2.889  2.894  2.896  2.887   31764300.0   91837040.0   \n",
       "2017-11-30 10:30:00  2.894  2.885  2.897  2.885   27517100.0   79530432.0   \n",
       "2017-11-30 10:45:00  2.886  2.883  2.888  2.881   19133300.0   55191584.0   \n",
       "2017-11-30 11:00:00  2.883  2.889  2.891  2.880   25905100.0   74765248.0   \n",
       "2017-11-30 11:15:00  2.889  2.879  2.890  2.879   17156300.0   49473600.0   \n",
       "2017-11-30 11:30:00  2.879  2.877  2.880  2.875   32721900.0   94138752.0   \n",
       "2017-11-30 13:15:00  2.876  2.877  2.878  2.873   19074800.0   54849728.0   \n",
       "2017-11-30 13:30:00  2.878  2.877  2.887  2.877   46821900.0  135013888.0   \n",
       "2017-11-30 13:45:00  2.877  2.876  2.881  2.875   27634200.0   79528128.0   \n",
       "2017-11-30 14:00:00  2.876  2.875  2.880  2.874   22105200.0   63583360.0   \n",
       "2017-11-30 14:15:00  2.875  2.865  2.875  2.863   34819500.0   99853632.0   \n",
       "2017-11-30 14:30:00  2.865  2.857  2.868  2.855   34043500.0   97437696.0   \n",
       "2017-11-30 14:45:00  2.858  2.862  2.863  2.850   61303100.0  175138432.0   \n",
       "2017-11-30 15:00:00  2.861  2.858  2.864  2.853  149074400.0  426171776.0   \n",
       "\n",
       "                                datetime    code        date    date_stamp  \\\n",
       "datetime                                                                     \n",
       "2017-11-01 09:45:00  2017-11-01 09:45:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 10:00:00  2017-11-01 10:00:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 10:15:00  2017-11-01 10:15:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 10:30:00  2017-11-01 10:30:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 10:45:00  2017-11-01 10:45:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 11:00:00  2017-11-01 11:00:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 11:15:00  2017-11-01 11:15:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 11:30:00  2017-11-01 11:30:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 13:15:00  2017-11-01 13:15:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 13:30:00  2017-11-01 13:30:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 13:45:00  2017-11-01 13:45:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 14:00:00  2017-11-01 14:00:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 14:15:00  2017-11-01 14:15:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 14:30:00  2017-11-01 14:30:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 14:45:00  2017-11-01 14:45:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-01 15:00:00  2017-11-01 15:00:00  510050  2017-11-01  1.509466e+09   \n",
       "2017-11-02 09:45:00  2017-11-02 09:45:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 10:00:00  2017-11-02 10:00:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 10:15:00  2017-11-02 10:15:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 10:30:00  2017-11-02 10:30:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 10:45:00  2017-11-02 10:45:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 11:00:00  2017-11-02 11:00:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 11:15:00  2017-11-02 11:15:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 11:30:00  2017-11-02 11:30:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 13:15:00  2017-11-02 13:15:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 13:30:00  2017-11-02 13:30:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 13:45:00  2017-11-02 13:45:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 14:00:00  2017-11-02 14:00:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 14:15:00  2017-11-02 14:15:00  510050  2017-11-02  1.509552e+09   \n",
       "2017-11-02 14:30:00  2017-11-02 14:30:00  510050  2017-11-02  1.509552e+09   \n",
       "...                                  ...     ...         ...           ...   \n",
       "2017-11-29 10:15:00  2017-11-29 10:15:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 10:30:00  2017-11-29 10:30:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 10:45:00  2017-11-29 10:45:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 11:00:00  2017-11-29 11:00:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 11:15:00  2017-11-29 11:15:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 11:30:00  2017-11-29 11:30:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 13:15:00  2017-11-29 13:15:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 13:30:00  2017-11-29 13:30:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 13:45:00  2017-11-29 13:45:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 14:00:00  2017-11-29 14:00:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 14:15:00  2017-11-29 14:15:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 14:30:00  2017-11-29 14:30:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 14:45:00  2017-11-29 14:45:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-29 15:00:00  2017-11-29 15:00:00  510050  2017-11-29  1.511885e+09   \n",
       "2017-11-30 09:45:00  2017-11-30 09:45:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 10:00:00  2017-11-30 10:00:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 10:15:00  2017-11-30 10:15:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 10:30:00  2017-11-30 10:30:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 10:45:00  2017-11-30 10:45:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 11:00:00  2017-11-30 11:00:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 11:15:00  2017-11-30 11:15:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 11:30:00  2017-11-30 11:30:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 13:15:00  2017-11-30 13:15:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 13:30:00  2017-11-30 13:30:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 13:45:00  2017-11-30 13:45:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 14:00:00  2017-11-30 14:00:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 14:15:00  2017-11-30 14:15:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 14:30:00  2017-11-30 14:30:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 14:45:00  2017-11-30 14:45:00  510050  2017-11-30  1.511971e+09   \n",
       "2017-11-30 15:00:00  2017-11-30 15:00:00  510050  2017-11-30  1.511971e+09   \n",
       "\n",
       "                       time_stamp   type  \n",
       "datetime                                  \n",
       "2017-11-01 09:45:00  1.509501e+09  15min  \n",
       "2017-11-01 10:00:00  1.509502e+09  15min  \n",
       "2017-11-01 10:15:00  1.509502e+09  15min  \n",
       "2017-11-01 10:30:00  1.509503e+09  15min  \n",
       "2017-11-01 10:45:00  1.509504e+09  15min  \n",
       "2017-11-01 11:00:00  1.509505e+09  15min  \n",
       "2017-11-01 11:15:00  1.509506e+09  15min  \n",
       "2017-11-01 11:30:00  1.509507e+09  15min  \n",
       "2017-11-01 13:15:00  1.509513e+09  15min  \n",
       "2017-11-01 13:30:00  1.509514e+09  15min  \n",
       "2017-11-01 13:45:00  1.509515e+09  15min  \n",
       "2017-11-01 14:00:00  1.509516e+09  15min  \n",
       "2017-11-01 14:15:00  1.509517e+09  15min  \n",
       "2017-11-01 14:30:00  1.509518e+09  15min  \n",
       "2017-11-01 14:45:00  1.509519e+09  15min  \n",
       "2017-11-01 15:00:00  1.509520e+09  15min  \n",
       "2017-11-02 09:45:00  1.509587e+09  15min  \n",
       "2017-11-02 10:00:00  1.509588e+09  15min  \n",
       "2017-11-02 10:15:00  1.509589e+09  15min  \n",
       "2017-11-02 10:30:00  1.509590e+09  15min  \n",
       "2017-11-02 10:45:00  1.509591e+09  15min  \n",
       "2017-11-02 11:00:00  1.509592e+09  15min  \n",
       "2017-11-02 11:15:00  1.509592e+09  15min  \n",
       "2017-11-02 11:30:00  1.509593e+09  15min  \n",
       "2017-11-02 13:15:00  1.509600e+09  15min  \n",
       "2017-11-02 13:30:00  1.509601e+09  15min  \n",
       "2017-11-02 13:45:00  1.509602e+09  15min  \n",
       "2017-11-02 14:00:00  1.509602e+09  15min  \n",
       "2017-11-02 14:15:00  1.509603e+09  15min  \n",
       "2017-11-02 14:30:00  1.509604e+09  15min  \n",
       "...                           ...    ...  \n",
       "2017-11-29 10:15:00  1.511922e+09  15min  \n",
       "2017-11-29 10:30:00  1.511923e+09  15min  \n",
       "2017-11-29 10:45:00  1.511924e+09  15min  \n",
       "2017-11-29 11:00:00  1.511924e+09  15min  \n",
       "2017-11-29 11:15:00  1.511925e+09  15min  \n",
       "2017-11-29 11:30:00  1.511926e+09  15min  \n",
       "2017-11-29 13:15:00  1.511932e+09  15min  \n",
       "2017-11-29 13:30:00  1.511933e+09  15min  \n",
       "2017-11-29 13:45:00  1.511934e+09  15min  \n",
       "2017-11-29 14:00:00  1.511935e+09  15min  \n",
       "2017-11-29 14:15:00  1.511936e+09  15min  \n",
       "2017-11-29 14:30:00  1.511937e+09  15min  \n",
       "2017-11-29 14:45:00  1.511938e+09  15min  \n",
       "2017-11-29 15:00:00  1.511939e+09  15min  \n",
       "2017-11-30 09:45:00  1.512006e+09  15min  \n",
       "2017-11-30 10:00:00  1.512007e+09  15min  \n",
       "2017-11-30 10:15:00  1.512008e+09  15min  \n",
       "2017-11-30 10:30:00  1.512009e+09  15min  \n",
       "2017-11-30 10:45:00  1.512010e+09  15min  \n",
       "2017-11-30 11:00:00  1.512011e+09  15min  \n",
       "2017-11-30 11:15:00  1.512012e+09  15min  \n",
       "2017-11-30 11:30:00  1.512013e+09  15min  \n",
       "2017-11-30 13:15:00  1.512019e+09  15min  \n",
       "2017-11-30 13:30:00  1.512020e+09  15min  \n",
       "2017-11-30 13:45:00  1.512021e+09  15min  \n",
       "2017-11-30 14:00:00  1.512022e+09  15min  \n",
       "2017-11-30 14:15:00  1.512022e+09  15min  \n",
       "2017-11-30 14:30:00  1.512023e+09  15min  \n",
       "2017-11-30 14:45:00  1.512024e+09  15min  \n",
       "2017-11-30 15:00:00  1.512025e+09  15min  \n",
       "\n",
       "[352 rows x 12 columns]"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取指数,基金分钟线数据\n",
    "# 用法和stock_min一致  510050是50etf\n",
    "QA.QA_fetch_get_index_min('tdx','510050','2017-11-01 09:30:00','2017-11-30 15:00:00','15min')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
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       "      <th>position</th>\n",
       "      <th>trade</th>\n",
       "      <th>price</th>\n",
       "      <th>amount</th>\n",
       "      <th>date</th>\n",
       "      <th>code</th>\n",
       "      <th>date_stamp</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-11-03</th>\n",
       "      <td>3476.0</td>\n",
       "      <td>3576.0</td>\n",
       "      <td>3421.0</td>\n",
       "      <td>3527.0</td>\n",
       "      <td>77156</td>\n",
       "      <td>1901</td>\n",
       "      <td>3539.0</td>\n",
       "      <td>1.081186e-40</td>\n",
       "      <td>2017-11-03</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>1.509638e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-10</th>\n",
       "      <td>3526.0</td>\n",
       "      <td>3692.0</td>\n",
       "      <td>3524.0</td>\n",
       "      <td>3616.0</td>\n",
       "      <td>117744</td>\n",
       "      <td>3585</td>\n",
       "      <td>3606.0</td>\n",
       "      <td>1.649945e-40</td>\n",
       "      <td>2017-11-10</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>1.510243e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-17</th>\n",
       "      <td>3620.0</td>\n",
       "      <td>3645.0</td>\n",
       "      <td>3470.0</td>\n",
       "      <td>3480.0</td>\n",
       "      <td>157138</td>\n",
       "      <td>4887</td>\n",
       "      <td>3489.0</td>\n",
       "      <td>2.201972e-40</td>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>1.510848e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-11-24</th>\n",
       "      <td>3480.0</td>\n",
       "      <td>3644.0</td>\n",
       "      <td>3473.0</td>\n",
       "      <td>3614.0</td>\n",
       "      <td>176610</td>\n",
       "      <td>4574</td>\n",
       "      <td>3593.0</td>\n",
       "      <td>2.474833e-40</td>\n",
       "      <td>2017-11-24</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>1.511453e+09</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              open    high     low   close  position  trade   price  \\\n",
       "date                                                                  \n",
       "2017-11-03  3476.0  3576.0  3421.0  3527.0     77156   1901  3539.0   \n",
       "2017-11-10  3526.0  3692.0  3524.0  3616.0    117744   3585  3606.0   \n",
       "2017-11-17  3620.0  3645.0  3470.0  3480.0    157138   4887  3489.0   \n",
       "2017-11-24  3480.0  3644.0  3473.0  3614.0    176610   4574  3593.0   \n",
       "\n",
       "                  amount        date    code    date_stamp  \n",
       "date                                                        \n",
       "2017-11-03  1.081186e-40  2017-11-03  RB1810  1.509638e+09  \n",
       "2017-11-10  1.649945e-40  2017-11-10  RB1810  1.510243e+09  \n",
       "2017-11-17  2.201972e-40  2017-11-17  RB1810  1.510848e+09  \n",
       "2017-11-24  2.474833e-40  2017-11-24  RB1810  1.511453e+09  "
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取期货日线/周线/月线/季度线/年线\n",
    "# 期货指数 RBL8 螺纹主连 RBL9 螺纹指数\n",
    "QA.QA_fetch_get_future_day('tdx','RB1810','2017-11-01','2017-11-30',frequence='w')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>2018-06-20 21:01:00</th>\n",
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       "      <th>2018-06-20 21:02:00</th>\n",
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       "      <th>2018-06-20 21:03:00</th>\n",
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       "    <tr>\n",
       "      <th>2018-06-20 21:04:00</th>\n",
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       "      <td>3760.000244</td>\n",
       "      <td>3754.000244</td>\n",
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       "      <td>2018-06-20 21:04:00</td>\n",
       "      <td>4.380459e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
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       "    <tr>\n",
       "      <th>2018-06-20 21:05:00</th>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3757.000244</td>\n",
       "      <td>3754.000244</td>\n",
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       "      <td>2018-06-20 21:05:00</td>\n",
       "      <td>4.380050e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:06:00</th>\n",
       "      <td>3756.000244</td>\n",
       "      <td>3758.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3755.000244</td>\n",
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       "      <td>2018-06-20 21:06:00</td>\n",
       "      <td>4.375882e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:07:00</th>\n",
       "      <td>3756.000244</td>\n",
       "      <td>3760.000244</td>\n",
       "      <td>3754.000244</td>\n",
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       "      <td>2018-06-20 21:07:00</td>\n",
       "      <td>4.377172e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:08:00</th>\n",
       "      <td>3760.000244</td>\n",
       "      <td>3760.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3121644</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:08:00</td>\n",
       "      <td>4.374355e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:09:00</th>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3758.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3758.000244</td>\n",
       "      <td>3122116</td>\n",
       "      <td>11580</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:09:00</td>\n",
       "      <td>4.375016e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:10:00</th>\n",
       "      <td>3758.000244</td>\n",
       "      <td>3758.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3756.000244</td>\n",
       "      <td>3123360</td>\n",
       "      <td>10390</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:10:00</td>\n",
       "      <td>4.376760e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:11:00</th>\n",
       "      <td>3756.000244</td>\n",
       "      <td>3757.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3126264</td>\n",
       "      <td>13940</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:11:00</td>\n",
       "      <td>4.380829e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:12:00</th>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3748.000244</td>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3129806</td>\n",
       "      <td>24246</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:12:00</td>\n",
       "      <td>4.385792e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:13:00</th>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3748.000244</td>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3129416</td>\n",
       "      <td>10416</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:13:00</td>\n",
       "      <td>4.385246e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:14:00</th>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3750.000244</td>\n",
       "      <td>3747.000244</td>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3132126</td>\n",
       "      <td>13422</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:14:00</td>\n",
       "      <td>4.389043e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:15:00</th>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3748.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3134356</td>\n",
       "      <td>11082</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:15:00</td>\n",
       "      <td>4.392168e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529500e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:16:00</th>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3750.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3134482</td>\n",
       "      <td>8354</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:16:00</td>\n",
       "      <td>4.392345e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:17:00</th>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3136142</td>\n",
       "      <td>6318</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:17:00</td>\n",
       "      <td>4.394671e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:18:00</th>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3749.000244</td>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3136198</td>\n",
       "      <td>4602</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:18:00</td>\n",
       "      <td>4.394749e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:19:00</th>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3746.000244</td>\n",
       "      <td>3747.000244</td>\n",
       "      <td>3136724</td>\n",
       "      <td>9166</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:19:00</td>\n",
       "      <td>4.395487e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:20:00</th>\n",
       "      <td>3747.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3747.000244</td>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3138156</td>\n",
       "      <td>7650</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:20:00</td>\n",
       "      <td>4.397493e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:21:00</th>\n",
       "      <td>3750.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3750.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3140730</td>\n",
       "      <td>8980</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:21:00</td>\n",
       "      <td>4.401100e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:22:00</th>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3141824</td>\n",
       "      <td>4902</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:22:00</td>\n",
       "      <td>4.402633e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:23:00</th>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3141460</td>\n",
       "      <td>6230</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:23:00</td>\n",
       "      <td>4.402123e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:24:00</th>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3757.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3143130</td>\n",
       "      <td>12666</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:24:00</td>\n",
       "      <td>4.404463e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:25:00</th>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3144102</td>\n",
       "      <td>3728</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:25:00</td>\n",
       "      <td>4.405825e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:26:00</th>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3755.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3145164</td>\n",
       "      <td>2768</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:26:00</td>\n",
       "      <td>4.407313e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:27:00</th>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3146342</td>\n",
       "      <td>3456</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:27:00</td>\n",
       "      <td>4.408964e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:28:00</th>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3147882</td>\n",
       "      <td>5636</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:28:00</td>\n",
       "      <td>4.411122e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:29:00</th>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3751.000244</td>\n",
       "      <td>3753.000244</td>\n",
       "      <td>3149282</td>\n",
       "      <td>4080</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:29:00</td>\n",
       "      <td>4.413084e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 21:30:00</th>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3752.000244</td>\n",
       "      <td>3754.000244</td>\n",
       "      <td>3150220</td>\n",
       "      <td>4218</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-20 21:30:00</td>\n",
       "      <td>4.414398e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>1.529424e+09</td>\n",
       "      <td>1.529501e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:15:00</th>\n",
       "      <td>3834.000244</td>\n",
       "      <td>3836.000244</td>\n",
       "      <td>3833.000244</td>\n",
       "      <td>3836.000244</td>\n",
       "      <td>3401502</td>\n",
       "      <td>6232</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:15:00</td>\n",
       "      <td>4.766520e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529547e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:31:00</th>\n",
       "      <td>3835.000244</td>\n",
       "      <td>3837.000244</td>\n",
       "      <td>3834.000244</td>\n",
       "      <td>3834.000244</td>\n",
       "      <td>3402762</td>\n",
       "      <td>15988</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:31:00</td>\n",
       "      <td>4.768285e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529548e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:32:00</th>\n",
       "      <td>3835.000244</td>\n",
       "      <td>3835.000244</td>\n",
       "      <td>3832.000244</td>\n",
       "      <td>3833.000244</td>\n",
       "      <td>3403510</td>\n",
       "      <td>4956</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:32:00</td>\n",
       "      <td>4.769333e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529548e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:33:00</th>\n",
       "      <td>3833.000244</td>\n",
       "      <td>3834.000244</td>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3831.000244</td>\n",
       "      <td>3401598</td>\n",
       "      <td>11796</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:33:00</td>\n",
       "      <td>4.766654e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529548e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:34:00</th>\n",
       "      <td>3831.000244</td>\n",
       "      <td>3831.000244</td>\n",
       "      <td>3829.000244</td>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3399768</td>\n",
       "      <td>11484</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:34:00</td>\n",
       "      <td>4.764090e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529548e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:35:00</th>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3832.000244</td>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3399252</td>\n",
       "      <td>5428</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:35:00</td>\n",
       "      <td>4.763367e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529548e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:36:00</th>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3832.000244</td>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3831.000244</td>\n",
       "      <td>3399528</td>\n",
       "      <td>3954</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:36:00</td>\n",
       "      <td>4.763753e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:37:00</th>\n",
       "      <td>3831.000244</td>\n",
       "      <td>3832.000244</td>\n",
       "      <td>3828.000244</td>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3399222</td>\n",
       "      <td>9308</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:37:00</td>\n",
       "      <td>4.763325e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:38:00</th>\n",
       "      <td>3829.000244</td>\n",
       "      <td>3830.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3828.000244</td>\n",
       "      <td>3394564</td>\n",
       "      <td>19718</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:38:00</td>\n",
       "      <td>4.756797e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:39:00</th>\n",
       "      <td>3828.000244</td>\n",
       "      <td>3828.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3390212</td>\n",
       "      <td>15552</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:39:00</td>\n",
       "      <td>4.750699e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:40:00</th>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3821.000244</td>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3382638</td>\n",
       "      <td>33634</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:40:00</td>\n",
       "      <td>4.740085e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:41:00</th>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3378822</td>\n",
       "      <td>12804</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:41:00</td>\n",
       "      <td>4.734738e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:42:00</th>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3376136</td>\n",
       "      <td>12370</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:42:00</td>\n",
       "      <td>4.730974e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:43:00</th>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3376548</td>\n",
       "      <td>11040</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:43:00</td>\n",
       "      <td>4.731552e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:44:00</th>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3820.000244</td>\n",
       "      <td>3821.000244</td>\n",
       "      <td>3375098</td>\n",
       "      <td>20540</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:44:00</td>\n",
       "      <td>4.729520e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:45:00</th>\n",
       "      <td>3821.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3820.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3374572</td>\n",
       "      <td>10834</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:45:00</td>\n",
       "      <td>4.728783e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:46:00</th>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3377870</td>\n",
       "      <td>12830</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:46:00</td>\n",
       "      <td>4.733404e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:47:00</th>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3379950</td>\n",
       "      <td>12694</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:47:00</td>\n",
       "      <td>4.736319e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:48:00</th>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3376596</td>\n",
       "      <td>9880</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:48:00</td>\n",
       "      <td>4.731619e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:49:00</th>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3377228</td>\n",
       "      <td>5112</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:49:00</td>\n",
       "      <td>4.732504e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:50:00</th>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3376232</td>\n",
       "      <td>5236</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:50:00</td>\n",
       "      <td>4.731109e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:51:00</th>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3375398</td>\n",
       "      <td>6320</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:51:00</td>\n",
       "      <td>4.729940e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529549e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:52:00</th>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3828.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3373762</td>\n",
       "      <td>6114</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:52:00</td>\n",
       "      <td>4.727648e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:53:00</th>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3373412</td>\n",
       "      <td>6356</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:53:00</td>\n",
       "      <td>4.727157e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:54:00</th>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3371948</td>\n",
       "      <td>4248</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:54:00</td>\n",
       "      <td>4.725106e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:55:00</th>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3371714</td>\n",
       "      <td>3604</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:55:00</td>\n",
       "      <td>4.724778e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:56:00</th>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3373158</td>\n",
       "      <td>6024</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:56:00</td>\n",
       "      <td>4.726801e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:57:00</th>\n",
       "      <td>3824.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3372032</td>\n",
       "      <td>3436</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:57:00</td>\n",
       "      <td>4.725223e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:58:00</th>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3827.000244</td>\n",
       "      <td>3825.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3370468</td>\n",
       "      <td>4230</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:58:00</td>\n",
       "      <td>4.723032e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:00</th>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3826.000244</td>\n",
       "      <td>3822.000244</td>\n",
       "      <td>3823.000244</td>\n",
       "      <td>3370548</td>\n",
       "      <td>4054</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2018-06-21 10:59:00</td>\n",
       "      <td>4.723144e-39</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2018-06-21</td>\n",
       "      <td>1.529510e+09</td>\n",
       "      <td>1.529550e+09</td>\n",
       "      <td>1min</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>569 rows × 14 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                            open         high          low        close  \\\n",
       "datetime                                                                  \n",
       "2018-06-20 21:01:00  3759.000244  3759.000244  3753.000244  3756.000244   \n",
       "2018-06-20 21:02:00  3756.000244  3764.000244  3755.000244  3764.000244   \n",
       "2018-06-20 21:03:00  3763.000244  3763.000244  3759.000244  3759.000244   \n",
       "2018-06-20 21:04:00  3760.000244  3760.000244  3754.000244  3755.000244   \n",
       "2018-06-20 21:05:00  3755.000244  3757.000244  3754.000244  3756.000244   \n",
       "2018-06-20 21:06:00  3756.000244  3758.000244  3752.000244  3755.000244   \n",
       "2018-06-20 21:07:00  3756.000244  3760.000244  3754.000244  3760.000244   \n",
       "2018-06-20 21:08:00  3760.000244  3760.000244  3755.000244  3755.000244   \n",
       "2018-06-20 21:09:00  3755.000244  3758.000244  3753.000244  3758.000244   \n",
       "2018-06-20 21:10:00  3758.000244  3758.000244  3753.000244  3756.000244   \n",
       "2018-06-20 21:11:00  3756.000244  3757.000244  3752.000244  3753.000244   \n",
       "2018-06-20 21:12:00  3753.000244  3753.000244  3748.000244  3749.000244   \n",
       "2018-06-20 21:13:00  3749.000244  3751.000244  3748.000244  3749.000244   \n",
       "2018-06-20 21:14:00  3749.000244  3750.000244  3747.000244  3749.000244   \n",
       "2018-06-20 21:15:00  3749.000244  3752.000244  3748.000244  3752.000244   \n",
       "2018-06-20 21:16:00  3751.000244  3753.000244  3750.000244  3752.000244   \n",
       "2018-06-20 21:17:00  3752.000244  3752.000244  3749.000244  3749.000244   \n",
       "2018-06-20 21:18:00  3749.000244  3752.000244  3749.000244  3751.000244   \n",
       "2018-06-20 21:19:00  3752.000244  3752.000244  3746.000244  3747.000244   \n",
       "2018-06-20 21:20:00  3747.000244  3752.000244  3747.000244  3751.000244   \n",
       "2018-06-20 21:21:00  3750.000244  3754.000244  3750.000244  3753.000244   \n",
       "2018-06-20 21:22:00  3754.000244  3754.000244  3751.000244  3752.000244   \n",
       "2018-06-20 21:23:00  3752.000244  3755.000244  3752.000244  3755.000244   \n",
       "2018-06-20 21:24:00  3754.000244  3757.000244  3754.000244  3755.000244   \n",
       "2018-06-20 21:25:00  3755.000244  3755.000244  3754.000244  3755.000244   \n",
       "2018-06-20 21:26:00  3755.000244  3755.000244  3753.000244  3753.000244   \n",
       "2018-06-20 21:27:00  3753.000244  3754.000244  3752.000244  3753.000244   \n",
       "2018-06-20 21:28:00  3752.000244  3753.000244  3751.000244  3751.000244   \n",
       "2018-06-20 21:29:00  3752.000244  3754.000244  3751.000244  3753.000244   \n",
       "2018-06-20 21:30:00  3752.000244  3754.000244  3752.000244  3754.000244   \n",
       "...                          ...          ...          ...          ...   \n",
       "2018-06-21 10:15:00  3834.000244  3836.000244  3833.000244  3836.000244   \n",
       "2018-06-21 10:31:00  3835.000244  3837.000244  3834.000244  3834.000244   \n",
       "2018-06-21 10:32:00  3835.000244  3835.000244  3832.000244  3833.000244   \n",
       "2018-06-21 10:33:00  3833.000244  3834.000244  3830.000244  3831.000244   \n",
       "2018-06-21 10:34:00  3831.000244  3831.000244  3829.000244  3830.000244   \n",
       "2018-06-21 10:35:00  3830.000244  3832.000244  3830.000244  3830.000244   \n",
       "2018-06-21 10:36:00  3830.000244  3832.000244  3830.000244  3831.000244   \n",
       "2018-06-21 10:37:00  3831.000244  3832.000244  3828.000244  3830.000244   \n",
       "2018-06-21 10:38:00  3829.000244  3830.000244  3826.000244  3828.000244   \n",
       "2018-06-21 10:39:00  3828.000244  3828.000244  3825.000244  3826.000244   \n",
       "2018-06-21 10:40:00  3826.000244  3827.000244  3821.000244  3823.000244   \n",
       "2018-06-21 10:41:00  3822.000244  3824.000244  3822.000244  3824.000244   \n",
       "2018-06-21 10:42:00  3824.000244  3825.000244  3822.000244  3822.000244   \n",
       "2018-06-21 10:43:00  3823.000244  3824.000244  3822.000244  3823.000244   \n",
       "2018-06-21 10:44:00  3824.000244  3825.000244  3820.000244  3821.000244   \n",
       "2018-06-21 10:45:00  3821.000244  3824.000244  3820.000244  3824.000244   \n",
       "2018-06-21 10:46:00  3824.000244  3824.000244  3822.000244  3824.000244   \n",
       "2018-06-21 10:47:00  3823.000244  3824.000244  3822.000244  3823.000244   \n",
       "2018-06-21 10:48:00  3823.000244  3826.000244  3822.000244  3826.000244   \n",
       "2018-06-21 10:49:00  3826.000244  3826.000244  3824.000244  3825.000244   \n",
       "2018-06-21 10:50:00  3824.000244  3827.000244  3824.000244  3825.000244   \n",
       "2018-06-21 10:51:00  3826.000244  3827.000244  3824.000244  3826.000244   \n",
       "2018-06-21 10:52:00  3826.000244  3828.000244  3826.000244  3827.000244   \n",
       "2018-06-21 10:53:00  3827.000244  3827.000244  3824.000244  3825.000244   \n",
       "2018-06-21 10:54:00  3825.000244  3827.000244  3825.000244  3827.000244   \n",
       "2018-06-21 10:55:00  3826.000244  3827.000244  3825.000244  3826.000244   \n",
       "2018-06-21 10:56:00  3825.000244  3826.000244  3823.000244  3823.000244   \n",
       "2018-06-21 10:57:00  3824.000244  3826.000244  3823.000244  3825.000244   \n",
       "2018-06-21 10:58:00  3826.000244  3827.000244  3825.000244  3826.000244   \n",
       "2018-06-21 10:59:00  3826.000244  3826.000244  3822.000244  3823.000244   \n",
       "\n",
       "                     position  trade  price             datetime  \\\n",
       "datetime                                                           \n",
       "2018-06-20 21:01:00   3125002  49830    0.0  2018-06-20 21:01:00   \n",
       "2018-06-20 21:02:00   3125214  28054    0.0  2018-06-20 21:02:00   \n",
       "2018-06-20 21:03:00   3124758  21104    0.0  2018-06-20 21:03:00   \n",
       "2018-06-20 21:04:00   3126000  15760    0.0  2018-06-20 21:04:00   \n",
       "2018-06-20 21:05:00   3125708  12230    0.0  2018-06-20 21:05:00   \n",
       "2018-06-20 21:06:00   3122734  17178    0.0  2018-06-20 21:06:00   \n",
       "2018-06-20 21:07:00   3123654   8216    0.0  2018-06-20 21:07:00   \n",
       "2018-06-20 21:08:00   3121644   9214    0.0  2018-06-20 21:08:00   \n",
       "2018-06-20 21:09:00   3122116  11580    0.0  2018-06-20 21:09:00   \n",
       "2018-06-20 21:10:00   3123360  10390    0.0  2018-06-20 21:10:00   \n",
       "2018-06-20 21:11:00   3126264  13940    0.0  2018-06-20 21:11:00   \n",
       "2018-06-20 21:12:00   3129806  24246    0.0  2018-06-20 21:12:00   \n",
       "2018-06-20 21:13:00   3129416  10416    0.0  2018-06-20 21:13:00   \n",
       "2018-06-20 21:14:00   3132126  13422    0.0  2018-06-20 21:14:00   \n",
       "2018-06-20 21:15:00   3134356  11082    0.0  2018-06-20 21:15:00   \n",
       "2018-06-20 21:16:00   3134482   8354    0.0  2018-06-20 21:16:00   \n",
       "2018-06-20 21:17:00   3136142   6318    0.0  2018-06-20 21:17:00   \n",
       "2018-06-20 21:18:00   3136198   4602    0.0  2018-06-20 21:18:00   \n",
       "2018-06-20 21:19:00   3136724   9166    0.0  2018-06-20 21:19:00   \n",
       "2018-06-20 21:20:00   3138156   7650    0.0  2018-06-20 21:20:00   \n",
       "2018-06-20 21:21:00   3140730   8980    0.0  2018-06-20 21:21:00   \n",
       "2018-06-20 21:22:00   3141824   4902    0.0  2018-06-20 21:22:00   \n",
       "2018-06-20 21:23:00   3141460   6230    0.0  2018-06-20 21:23:00   \n",
       "2018-06-20 21:24:00   3143130  12666    0.0  2018-06-20 21:24:00   \n",
       "2018-06-20 21:25:00   3144102   3728    0.0  2018-06-20 21:25:00   \n",
       "2018-06-20 21:26:00   3145164   2768    0.0  2018-06-20 21:26:00   \n",
       "2018-06-20 21:27:00   3146342   3456    0.0  2018-06-20 21:27:00   \n",
       "2018-06-20 21:28:00   3147882   5636    0.0  2018-06-20 21:28:00   \n",
       "2018-06-20 21:29:00   3149282   4080    0.0  2018-06-20 21:29:00   \n",
       "2018-06-20 21:30:00   3150220   4218    0.0  2018-06-20 21:30:00   \n",
       "...                       ...    ...    ...                  ...   \n",
       "2018-06-21 10:15:00   3401502   6232    0.0  2018-06-21 10:15:00   \n",
       "2018-06-21 10:31:00   3402762  15988    0.0  2018-06-21 10:31:00   \n",
       "2018-06-21 10:32:00   3403510   4956    0.0  2018-06-21 10:32:00   \n",
       "2018-06-21 10:33:00   3401598  11796    0.0  2018-06-21 10:33:00   \n",
       "2018-06-21 10:34:00   3399768  11484    0.0  2018-06-21 10:34:00   \n",
       "2018-06-21 10:35:00   3399252   5428    0.0  2018-06-21 10:35:00   \n",
       "2018-06-21 10:36:00   3399528   3954    0.0  2018-06-21 10:36:00   \n",
       "2018-06-21 10:37:00   3399222   9308    0.0  2018-06-21 10:37:00   \n",
       "2018-06-21 10:38:00   3394564  19718    0.0  2018-06-21 10:38:00   \n",
       "2018-06-21 10:39:00   3390212  15552    0.0  2018-06-21 10:39:00   \n",
       "2018-06-21 10:40:00   3382638  33634    0.0  2018-06-21 10:40:00   \n",
       "2018-06-21 10:41:00   3378822  12804    0.0  2018-06-21 10:41:00   \n",
       "2018-06-21 10:42:00   3376136  12370    0.0  2018-06-21 10:42:00   \n",
       "2018-06-21 10:43:00   3376548  11040    0.0  2018-06-21 10:43:00   \n",
       "2018-06-21 10:44:00   3375098  20540    0.0  2018-06-21 10:44:00   \n",
       "2018-06-21 10:45:00   3374572  10834    0.0  2018-06-21 10:45:00   \n",
       "2018-06-21 10:46:00   3377870  12830    0.0  2018-06-21 10:46:00   \n",
       "2018-06-21 10:47:00   3379950  12694    0.0  2018-06-21 10:47:00   \n",
       "2018-06-21 10:48:00   3376596   9880    0.0  2018-06-21 10:48:00   \n",
       "2018-06-21 10:49:00   3377228   5112    0.0  2018-06-21 10:49:00   \n",
       "2018-06-21 10:50:00   3376232   5236    0.0  2018-06-21 10:50:00   \n",
       "2018-06-21 10:51:00   3375398   6320    0.0  2018-06-21 10:51:00   \n",
       "2018-06-21 10:52:00   3373762   6114    0.0  2018-06-21 10:52:00   \n",
       "2018-06-21 10:53:00   3373412   6356    0.0  2018-06-21 10:53:00   \n",
       "2018-06-21 10:54:00   3371948   4248    0.0  2018-06-21 10:54:00   \n",
       "2018-06-21 10:55:00   3371714   3604    0.0  2018-06-21 10:55:00   \n",
       "2018-06-21 10:56:00   3373158   6024    0.0  2018-06-21 10:56:00   \n",
       "2018-06-21 10:57:00   3372032   3436    0.0  2018-06-21 10:57:00   \n",
       "2018-06-21 10:58:00   3370468   4230    0.0  2018-06-21 10:58:00   \n",
       "2018-06-21 10:59:00   3370548   4054    0.0  2018-06-21 10:59:00   \n",
       "\n",
       "                           amount    code        date    date_stamp  \\\n",
       "datetime                                                              \n",
       "2018-06-20 21:01:00  4.379061e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:02:00  4.379358e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:03:00  4.378719e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:04:00  4.380459e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:05:00  4.380050e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:06:00  4.375882e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:07:00  4.377172e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:08:00  4.374355e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:09:00  4.375016e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:10:00  4.376760e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:11:00  4.380829e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:12:00  4.385792e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:13:00  4.385246e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:14:00  4.389043e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:15:00  4.392168e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:16:00  4.392345e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:17:00  4.394671e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:18:00  4.394749e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:19:00  4.395487e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:20:00  4.397493e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:21:00  4.401100e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:22:00  4.402633e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:23:00  4.402123e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:24:00  4.404463e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:25:00  4.405825e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:26:00  4.407313e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:27:00  4.408964e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:28:00  4.411122e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:29:00  4.413084e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "2018-06-20 21:30:00  4.414398e-39  RB1810  2018-06-20  1.529424e+09   \n",
       "...                           ...     ...         ...           ...   \n",
       "2018-06-21 10:15:00  4.766520e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:31:00  4.768285e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:32:00  4.769333e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:33:00  4.766654e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:34:00  4.764090e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:35:00  4.763367e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:36:00  4.763753e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:37:00  4.763325e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:38:00  4.756797e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:39:00  4.750699e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:40:00  4.740085e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:41:00  4.734738e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:42:00  4.730974e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:43:00  4.731552e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:44:00  4.729520e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:45:00  4.728783e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:46:00  4.733404e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:47:00  4.736319e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:48:00  4.731619e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:49:00  4.732504e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:50:00  4.731109e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:51:00  4.729940e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:52:00  4.727648e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:53:00  4.727157e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:54:00  4.725106e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:55:00  4.724778e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:56:00  4.726801e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:57:00  4.725223e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:58:00  4.723032e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "2018-06-21 10:59:00  4.723144e-39  RB1810  2018-06-21  1.529510e+09   \n",
       "\n",
       "                       time_stamp  type  \n",
       "datetime                                 \n",
       "2018-06-20 21:01:00  1.529500e+09  1min  \n",
       "2018-06-20 21:02:00  1.529500e+09  1min  \n",
       "2018-06-20 21:03:00  1.529500e+09  1min  \n",
       "2018-06-20 21:04:00  1.529500e+09  1min  \n",
       "2018-06-20 21:05:00  1.529500e+09  1min  \n",
       "2018-06-20 21:06:00  1.529500e+09  1min  \n",
       "2018-06-20 21:07:00  1.529500e+09  1min  \n",
       "2018-06-20 21:08:00  1.529500e+09  1min  \n",
       "2018-06-20 21:09:00  1.529500e+09  1min  \n",
       "2018-06-20 21:10:00  1.529500e+09  1min  \n",
       "2018-06-20 21:11:00  1.529500e+09  1min  \n",
       "2018-06-20 21:12:00  1.529500e+09  1min  \n",
       "2018-06-20 21:13:00  1.529500e+09  1min  \n",
       "2018-06-20 21:14:00  1.529500e+09  1min  \n",
       "2018-06-20 21:15:00  1.529500e+09  1min  \n",
       "2018-06-20 21:16:00  1.529501e+09  1min  \n",
       "2018-06-20 21:17:00  1.529501e+09  1min  \n",
       "2018-06-20 21:18:00  1.529501e+09  1min  \n",
       "2018-06-20 21:19:00  1.529501e+09  1min  \n",
       "2018-06-20 21:20:00  1.529501e+09  1min  \n",
       "2018-06-20 21:21:00  1.529501e+09  1min  \n",
       "2018-06-20 21:22:00  1.529501e+09  1min  \n",
       "2018-06-20 21:23:00  1.529501e+09  1min  \n",
       "2018-06-20 21:24:00  1.529501e+09  1min  \n",
       "2018-06-20 21:25:00  1.529501e+09  1min  \n",
       "2018-06-20 21:26:00  1.529501e+09  1min  \n",
       "2018-06-20 21:27:00  1.529501e+09  1min  \n",
       "2018-06-20 21:28:00  1.529501e+09  1min  \n",
       "2018-06-20 21:29:00  1.529501e+09  1min  \n",
       "2018-06-20 21:30:00  1.529501e+09  1min  \n",
       "...                           ...   ...  \n",
       "2018-06-21 10:15:00  1.529547e+09  1min  \n",
       "2018-06-21 10:31:00  1.529548e+09  1min  \n",
       "2018-06-21 10:32:00  1.529548e+09  1min  \n",
       "2018-06-21 10:33:00  1.529548e+09  1min  \n",
       "2018-06-21 10:34:00  1.529548e+09  1min  \n",
       "2018-06-21 10:35:00  1.529548e+09  1min  \n",
       "2018-06-21 10:36:00  1.529549e+09  1min  \n",
       "2018-06-21 10:37:00  1.529549e+09  1min  \n",
       "2018-06-21 10:38:00  1.529549e+09  1min  \n",
       "2018-06-21 10:39:00  1.529549e+09  1min  \n",
       "2018-06-21 10:40:00  1.529549e+09  1min  \n",
       "2018-06-21 10:41:00  1.529549e+09  1min  \n",
       "2018-06-21 10:42:00  1.529549e+09  1min  \n",
       "2018-06-21 10:43:00  1.529549e+09  1min  \n",
       "2018-06-21 10:44:00  1.529549e+09  1min  \n",
       "2018-06-21 10:45:00  1.529549e+09  1min  \n",
       "2018-06-21 10:46:00  1.529549e+09  1min  \n",
       "2018-06-21 10:47:00  1.529549e+09  1min  \n",
       "2018-06-21 10:48:00  1.529549e+09  1min  \n",
       "2018-06-21 10:49:00  1.529549e+09  1min  \n",
       "2018-06-21 10:50:00  1.529549e+09  1min  \n",
       "2018-06-21 10:51:00  1.529549e+09  1min  \n",
       "2018-06-21 10:52:00  1.529550e+09  1min  \n",
       "2018-06-21 10:53:00  1.529550e+09  1min  \n",
       "2018-06-21 10:54:00  1.529550e+09  1min  \n",
       "2018-06-21 10:55:00  1.529550e+09  1min  \n",
       "2018-06-21 10:56:00  1.529550e+09  1min  \n",
       "2018-06-21 10:57:00  1.529550e+09  1min  \n",
       "2018-06-21 10:58:00  1.529550e+09  1min  \n",
       "2018-06-21 10:59:00  1.529550e+09  1min  \n",
       "\n",
       "[569 rows x 14 columns]"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取期货分钟线\n",
    "# 期货指数 RBL8 螺纹主连 RBL9 螺纹指数\n",
    "QA.QA_fetch_get_future_min('tdx','RB1810','2018-06-20','2018-06-21',frequence='1min')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> Successfully Getting RB1810 history transaction data in day 2018-06-14\n",
      "QUANTAXIS>> Successfully Getting RB1810 history transaction data in day 2018-06-15\n",
      "QUANTAXIS>> Successfully Getting RB1810 history transaction data in day 2018-06-19\n",
      "QUANTAXIS>> Successfully Getting RB1810 history transaction data in day 2018-06-20\n"
     ]
    },
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>hour</th>\n",
       "      <th>minute</th>\n",
       "      <th>price</th>\n",
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       "      <th>2018-06-14 20:59:00</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>20</td>\n",
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       "      <td>3867000</td>\n",
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       "      <td>开仓</td>\n",
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       "      <td>0</td>\n",
       "      <td>20000</td>\n",
       "      <td>2018-06-14 20:59:00</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:00</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>4474</td>\n",
       "      <td>210</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>2018-06-14 21:00:00</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:01</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
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       "      <td>254</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10001</td>\n",
       "      <td>2018-06-14 21:00:01</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2</td>\n",
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       "    <tr>\n",
       "      <th>2018-06-14 21:00:01</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3869000</td>\n",
       "      <td>2380</td>\n",
       "      <td>692</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-14 21:00:01</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:02</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3870000</td>\n",
       "      <td>1318</td>\n",
       "      <td>214</td>\n",
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       "      <td>1</td>\n",
       "      <td>2</td>\n",
       "      <td>2018-06-14 21:00:02</td>\n",
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       "    <tr>\n",
       "      <th>2018-06-14 21:00:02</th>\n",
       "      <td>2018-06-14</td>\n",
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       "      <td>0</td>\n",
       "      <td>3870000</td>\n",
       "      <td>1198</td>\n",
       "      <td>-222</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>2</td>\n",
       "      <td>2018-06-14 21:00:02</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:03</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3870000</td>\n",
       "      <td>1432</td>\n",
       "      <td>42</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>2018-06-14 21:00:03</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:03</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3870000</td>\n",
       "      <td>564</td>\n",
       "      <td>34</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10003</td>\n",
       "      <td>2018-06-14 21:00:03</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:04</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3870000</td>\n",
       "      <td>880</td>\n",
       "      <td>-84</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10004</td>\n",
       "      <td>2018-06-14 21:00:04</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:04</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>862</td>\n",
       "      <td>106</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10004</td>\n",
       "      <td>2018-06-14 21:00:04</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:05</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>414</td>\n",
       "      <td>80</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10005</td>\n",
       "      <td>2018-06-14 21:00:05</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:05</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3866000</td>\n",
       "      <td>180</td>\n",
       "      <td>46</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10005</td>\n",
       "      <td>2018-06-14 21:00:05</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:06</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>3844</td>\n",
       "      <td>-1568</td>\n",
       "      <td>平仓</td>\n",
       "      <td>平仓</td>\n",
       "      <td>0</td>\n",
       "      <td>20006</td>\n",
       "      <td>2018-06-14 21:00:06</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>12</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:06</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>642</td>\n",
       "      <td>-4</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>6</td>\n",
       "      <td>2018-06-14 21:00:06</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>13</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:07</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3865000</td>\n",
       "      <td>476</td>\n",
       "      <td>-66</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10007</td>\n",
       "      <td>2018-06-14 21:00:07</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>14</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:07</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3865000</td>\n",
       "      <td>310</td>\n",
       "      <td>-2</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10007</td>\n",
       "      <td>2018-06-14 21:00:07</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:08</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3865000</td>\n",
       "      <td>1318</td>\n",
       "      <td>558</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10008</td>\n",
       "      <td>2018-06-14 21:00:08</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>16</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:08</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3866000</td>\n",
       "      <td>664</td>\n",
       "      <td>156</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>8</td>\n",
       "      <td>2018-06-14 21:00:08</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:09</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>516</td>\n",
       "      <td>54</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>9</td>\n",
       "      <td>2018-06-14 21:00:09</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:09</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>450</td>\n",
       "      <td>350</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10009</td>\n",
       "      <td>2018-06-14 21:00:09</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>19</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:10</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3870000</td>\n",
       "      <td>418</td>\n",
       "      <td>108</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>10</td>\n",
       "      <td>2018-06-14 21:00:10</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:10</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3869000</td>\n",
       "      <td>300</td>\n",
       "      <td>168</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10010</td>\n",
       "      <td>2018-06-14 21:00:10</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:11</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>704</td>\n",
       "      <td>-86</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10011</td>\n",
       "      <td>2018-06-14 21:00:11</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:11</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>170</td>\n",
       "      <td>64</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10011</td>\n",
       "      <td>2018-06-14 21:00:11</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:12</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3868000</td>\n",
       "      <td>58</td>\n",
       "      <td>26</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>12</td>\n",
       "      <td>2018-06-14 21:00:12</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:12</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>136</td>\n",
       "      <td>-6</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10012</td>\n",
       "      <td>2018-06-14 21:00:12</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:13</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3868000</td>\n",
       "      <td>198</td>\n",
       "      <td>28</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>13</td>\n",
       "      <td>2018-06-14 21:00:13</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:13</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3867000</td>\n",
       "      <td>258</td>\n",
       "      <td>242</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10013</td>\n",
       "      <td>2018-06-14 21:00:13</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>27</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:14</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3868000</td>\n",
       "      <td>154</td>\n",
       "      <td>64</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>14</td>\n",
       "      <td>2018-06-14 21:00:14</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>28</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14 21:00:18</th>\n",
       "      <td>2018-06-14</td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3868000</td>\n",
       "      <td>3048</td>\n",
       "      <td>304</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>18</td>\n",
       "      <td>2018-06-14 21:00:18</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>29</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:45</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>270</td>\n",
       "      <td>22</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10045</td>\n",
       "      <td>2018-06-20 14:59:45</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38513</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:45</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>410</td>\n",
       "      <td>-148</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10045</td>\n",
       "      <td>2018-06-20 14:59:45</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38514</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:46</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>242</td>\n",
       "      <td>-130</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10046</td>\n",
       "      <td>2018-06-20 14:59:46</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:46</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>152</td>\n",
       "      <td>-56</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10046</td>\n",
       "      <td>2018-06-20 14:59:46</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38516</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:47</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>150</td>\n",
       "      <td>22</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>47</td>\n",
       "      <td>2018-06-20 14:59:47</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38517</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:47</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>142</td>\n",
       "      <td>-70</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>47</td>\n",
       "      <td>2018-06-20 14:59:47</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38518</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:48</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>82</td>\n",
       "      <td>4</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10048</td>\n",
       "      <td>2018-06-20 14:59:48</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38519</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:48</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>72</td>\n",
       "      <td>-42</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>48</td>\n",
       "      <td>2018-06-20 14:59:48</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38520</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:49</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>656</td>\n",
       "      <td>-120</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>49</td>\n",
       "      <td>2018-06-20 14:59:49</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38521</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:49</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>322</td>\n",
       "      <td>-48</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>49</td>\n",
       "      <td>2018-06-20 14:59:49</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38522</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:50</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>192</td>\n",
       "      <td>-126</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>50</td>\n",
       "      <td>2018-06-20 14:59:50</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38523</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:50</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>644</td>\n",
       "      <td>160</td>\n",
       "      <td>空开</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>10050</td>\n",
       "      <td>2018-06-20 14:59:50</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38524</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:51</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>566</td>\n",
       "      <td>-502</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>51</td>\n",
       "      <td>2018-06-20 14:59:51</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38525</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:51</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>58</td>\n",
       "      <td>-12</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>51</td>\n",
       "      <td>2018-06-20 14:59:51</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:52</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>170</td>\n",
       "      <td>-22</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>52</td>\n",
       "      <td>2018-06-20 14:59:52</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38527</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:52</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>128</td>\n",
       "      <td>-18</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>52</td>\n",
       "      <td>2018-06-20 14:59:52</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38528</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:53</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>490</td>\n",
       "      <td>38</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>53</td>\n",
       "      <td>2018-06-20 14:59:53</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38529</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:54</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>426</td>\n",
       "      <td>-272</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10054</td>\n",
       "      <td>2018-06-20 14:59:54</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38530</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:54</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>150</td>\n",
       "      <td>-70</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>54</td>\n",
       "      <td>2018-06-20 14:59:54</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38531</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:55</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>294</td>\n",
       "      <td>-202</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>55</td>\n",
       "      <td>2018-06-20 14:59:55</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38532</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:55</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>454</td>\n",
       "      <td>-322</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10055</td>\n",
       "      <td>2018-06-20 14:59:55</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38533</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:56</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>508</td>\n",
       "      <td>-254</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>56</td>\n",
       "      <td>2018-06-20 14:59:56</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38534</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:56</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>556</td>\n",
       "      <td>-292</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10056</td>\n",
       "      <td>2018-06-20 14:59:56</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38535</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:57</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>556</td>\n",
       "      <td>-340</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10057</td>\n",
       "      <td>2018-06-20 14:59:57</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38536</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:57</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3815000</td>\n",
       "      <td>238</td>\n",
       "      <td>-32</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10057</td>\n",
       "      <td>2018-06-20 14:59:57</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38537</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:58</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>328</td>\n",
       "      <td>-162</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>58</td>\n",
       "      <td>2018-06-20 14:59:58</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38538</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:58</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>186</td>\n",
       "      <td>-16</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>58</td>\n",
       "      <td>2018-06-20 14:59:58</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38539</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:59</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3817000</td>\n",
       "      <td>354</td>\n",
       "      <td>-140</td>\n",
       "      <td>空平</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>59</td>\n",
       "      <td>2018-06-20 14:59:59</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38540</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 14:59:59</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>14</td>\n",
       "      <td>59</td>\n",
       "      <td>3816000</td>\n",
       "      <td>208</td>\n",
       "      <td>-78</td>\n",
       "      <td>多平</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>10059</td>\n",
       "      <td>2018-06-20 14:59:59</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38541</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-20 15:00:00</th>\n",
       "      <td>2018-06-20</td>\n",
       "      <td>15</td>\n",
       "      <td>0</td>\n",
       "      <td>3817000</td>\n",
       "      <td>44</td>\n",
       "      <td>2</td>\n",
       "      <td>多开</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>2018-06-20 15:00:00</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>38542</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>140175 rows × 13 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           date  hour  minute    price  volume  zengcang  \\\n",
       "datetime                                                                   \n",
       "2018-06-14 20:59:00  2018-06-14    20      59  3867000    9142       274   \n",
       "2018-06-14 21:00:00  2018-06-14    21       0  3867000    4474       210   \n",
       "2018-06-14 21:00:01  2018-06-14    21       0  3867000    2688       254   \n",
       "2018-06-14 21:00:01  2018-06-14    21       0  3869000    2380       692   \n",
       "2018-06-14 21:00:02  2018-06-14    21       0  3870000    1318       214   \n",
       "2018-06-14 21:00:02  2018-06-14    21       0  3870000    1198      -222   \n",
       "2018-06-14 21:00:03  2018-06-14    21       0  3870000    1432        42   \n",
       "2018-06-14 21:00:03  2018-06-14    21       0  3870000     564        34   \n",
       "2018-06-14 21:00:04  2018-06-14    21       0  3870000     880       -84   \n",
       "2018-06-14 21:00:04  2018-06-14    21       0  3867000     862       106   \n",
       "2018-06-14 21:00:05  2018-06-14    21       0  3867000     414        80   \n",
       "2018-06-14 21:00:05  2018-06-14    21       0  3866000     180        46   \n",
       "2018-06-14 21:00:06  2018-06-14    21       0  3867000    3844     -1568   \n",
       "2018-06-14 21:00:06  2018-06-14    21       0  3867000     642        -4   \n",
       "2018-06-14 21:00:07  2018-06-14    21       0  3865000     476       -66   \n",
       "2018-06-14 21:00:07  2018-06-14    21       0  3865000     310        -2   \n",
       "2018-06-14 21:00:08  2018-06-14    21       0  3865000    1318       558   \n",
       "2018-06-14 21:00:08  2018-06-14    21       0  3866000     664       156   \n",
       "2018-06-14 21:00:09  2018-06-14    21       0  3867000     516        54   \n",
       "2018-06-14 21:00:09  2018-06-14    21       0  3867000     450       350   \n",
       "2018-06-14 21:00:10  2018-06-14    21       0  3870000     418       108   \n",
       "2018-06-14 21:00:10  2018-06-14    21       0  3869000     300       168   \n",
       "2018-06-14 21:00:11  2018-06-14    21       0  3867000     704       -86   \n",
       "2018-06-14 21:00:11  2018-06-14    21       0  3867000     170        64   \n",
       "2018-06-14 21:00:12  2018-06-14    21       0  3868000      58        26   \n",
       "2018-06-14 21:00:12  2018-06-14    21       0  3867000     136        -6   \n",
       "2018-06-14 21:00:13  2018-06-14    21       0  3868000     198        28   \n",
       "2018-06-14 21:00:13  2018-06-14    21       0  3867000     258       242   \n",
       "2018-06-14 21:00:14  2018-06-14    21       0  3868000     154        64   \n",
       "2018-06-14 21:00:18  2018-06-14    21       0  3868000    3048       304   \n",
       "...                         ...   ...     ...      ...     ...       ...   \n",
       "2018-06-20 14:59:45  2018-06-20    14      59  3817000     270        22   \n",
       "2018-06-20 14:59:45  2018-06-20    14      59  3817000     410      -148   \n",
       "2018-06-20 14:59:46  2018-06-20    14      59  3817000     242      -130   \n",
       "2018-06-20 14:59:46  2018-06-20    14      59  3816000     152       -56   \n",
       "2018-06-20 14:59:47  2018-06-20    14      59  3817000     150        22   \n",
       "2018-06-20 14:59:47  2018-06-20    14      59  3817000     142       -70   \n",
       "2018-06-20 14:59:48  2018-06-20    14      59  3816000      82         4   \n",
       "2018-06-20 14:59:48  2018-06-20    14      59  3817000      72       -42   \n",
       "2018-06-20 14:59:49  2018-06-20    14      59  3817000     656      -120   \n",
       "2018-06-20 14:59:49  2018-06-20    14      59  3817000     322       -48   \n",
       "2018-06-20 14:59:50  2018-06-20    14      59  3817000     192      -126   \n",
       "2018-06-20 14:59:50  2018-06-20    14      59  3816000     644       160   \n",
       "2018-06-20 14:59:51  2018-06-20    14      59  3817000     566      -502   \n",
       "2018-06-20 14:59:51  2018-06-20    14      59  3817000      58       -12   \n",
       "2018-06-20 14:59:52  2018-06-20    14      59  3817000     170       -22   \n",
       "2018-06-20 14:59:52  2018-06-20    14      59  3817000     128       -18   \n",
       "2018-06-20 14:59:53  2018-06-20    14      59  3817000     490        38   \n",
       "2018-06-20 14:59:54  2018-06-20    14      59  3816000     426      -272   \n",
       "2018-06-20 14:59:54  2018-06-20    14      59  3817000     150       -70   \n",
       "2018-06-20 14:59:55  2018-06-20    14      59  3817000     294      -202   \n",
       "2018-06-20 14:59:55  2018-06-20    14      59  3816000     454      -322   \n",
       "2018-06-20 14:59:56  2018-06-20    14      59  3817000     508      -254   \n",
       "2018-06-20 14:59:56  2018-06-20    14      59  3816000     556      -292   \n",
       "2018-06-20 14:59:57  2018-06-20    14      59  3816000     556      -340   \n",
       "2018-06-20 14:59:57  2018-06-20    14      59  3815000     238       -32   \n",
       "2018-06-20 14:59:58  2018-06-20    14      59  3816000     328      -162   \n",
       "2018-06-20 14:59:58  2018-06-20    14      59  3817000     186       -16   \n",
       "2018-06-20 14:59:59  2018-06-20    14      59  3817000     354      -140   \n",
       "2018-06-20 14:59:59  2018-06-20    14      59  3816000     208       -78   \n",
       "2018-06-20 15:00:00  2018-06-20    15       0  3817000      44         2   \n",
       "\n",
       "                    natrue_name nature_name  direction  nature  \\\n",
       "datetime                                                         \n",
       "2018-06-14 20:59:00          开仓          开仓          0   20000   \n",
       "2018-06-14 21:00:00          多开          多开          1       0   \n",
       "2018-06-14 21:00:01          空开          空开         -1   10001   \n",
       "2018-06-14 21:00:01          多开          多开          1       1   \n",
       "2018-06-14 21:00:02          多开          多开          1       2   \n",
       "2018-06-14 21:00:02          空平          空平          1       2   \n",
       "2018-06-14 21:00:03          多开          多开          1       3   \n",
       "2018-06-14 21:00:03          空开          空开         -1   10003   \n",
       "2018-06-14 21:00:04          多平          多平         -1   10004   \n",
       "2018-06-14 21:00:04          空开          空开         -1   10004   \n",
       "2018-06-14 21:00:05          空开          空开         -1   10005   \n",
       "2018-06-14 21:00:05          空开          空开         -1   10005   \n",
       "2018-06-14 21:00:06          平仓          平仓          0   20006   \n",
       "2018-06-14 21:00:06          空平          空平          1       6   \n",
       "2018-06-14 21:00:07          多平          多平         -1   10007   \n",
       "2018-06-14 21:00:07          多平          多平         -1   10007   \n",
       "2018-06-14 21:00:08          空开          空开         -1   10008   \n",
       "2018-06-14 21:00:08          多开          多开          1       8   \n",
       "2018-06-14 21:00:09          多开          多开          1       9   \n",
       "2018-06-14 21:00:09          空开          空开         -1   10009   \n",
       "2018-06-14 21:00:10          多开          多开          1      10   \n",
       "2018-06-14 21:00:10          空开          空开         -1   10010   \n",
       "2018-06-14 21:00:11          多平          多平         -1   10011   \n",
       "2018-06-14 21:00:11          空开          空开         -1   10011   \n",
       "2018-06-14 21:00:12          多开          多开          1      12   \n",
       "2018-06-14 21:00:12          多平          多平         -1   10012   \n",
       "2018-06-14 21:00:13          多开          多开          1      13   \n",
       "2018-06-14 21:00:13          空开          空开         -1   10013   \n",
       "2018-06-14 21:00:14          多开          多开          1      14   \n",
       "2018-06-14 21:00:18          多开          多开          1      18   \n",
       "...                         ...         ...        ...     ...   \n",
       "2018-06-20 14:59:45          空开          空开         -1   10045   \n",
       "2018-06-20 14:59:45          多平          多平         -1   10045   \n",
       "2018-06-20 14:59:46          多平          多平         -1   10046   \n",
       "2018-06-20 14:59:46          多平          多平         -1   10046   \n",
       "2018-06-20 14:59:47          多开          多开          1      47   \n",
       "2018-06-20 14:59:47          空平          空平          1      47   \n",
       "2018-06-20 14:59:48          空开          空开         -1   10048   \n",
       "2018-06-20 14:59:48          空平          空平          1      48   \n",
       "2018-06-20 14:59:49          空平          空平          1      49   \n",
       "2018-06-20 14:59:49          空平          空平          1      49   \n",
       "2018-06-20 14:59:50          空平          空平          1      50   \n",
       "2018-06-20 14:59:50          空开          空开         -1   10050   \n",
       "2018-06-20 14:59:51          空平          空平          1      51   \n",
       "2018-06-20 14:59:51          空平          空平          1      51   \n",
       "2018-06-20 14:59:52          空平          空平          1      52   \n",
       "2018-06-20 14:59:52          空平          空平          1      52   \n",
       "2018-06-20 14:59:53          多开          多开          1      53   \n",
       "2018-06-20 14:59:54          多平          多平         -1   10054   \n",
       "2018-06-20 14:59:54          空平          空平          1      54   \n",
       "2018-06-20 14:59:55          空平          空平          1      55   \n",
       "2018-06-20 14:59:55          多平          多平         -1   10055   \n",
       "2018-06-20 14:59:56          空平          空平          1      56   \n",
       "2018-06-20 14:59:56          多平          多平         -1   10056   \n",
       "2018-06-20 14:59:57          多平          多平         -1   10057   \n",
       "2018-06-20 14:59:57          多平          多平         -1   10057   \n",
       "2018-06-20 14:59:58          空平          空平          1      58   \n",
       "2018-06-20 14:59:58          空平          空平          1      58   \n",
       "2018-06-20 14:59:59          空平          空平          1      59   \n",
       "2018-06-20 14:59:59          多平          多平         -1   10059   \n",
       "2018-06-20 15:00:00          多开          多开          1       0   \n",
       "\n",
       "                                datetime    code  order  \n",
       "datetime                                                 \n",
       "2018-06-14 20:59:00  2018-06-14 20:59:00  RB1810      0  \n",
       "2018-06-14 21:00:00  2018-06-14 21:00:00  RB1810      1  \n",
       "2018-06-14 21:00:01  2018-06-14 21:00:01  RB1810      2  \n",
       "2018-06-14 21:00:01  2018-06-14 21:00:01  RB1810      3  \n",
       "2018-06-14 21:00:02  2018-06-14 21:00:02  RB1810      4  \n",
       "2018-06-14 21:00:02  2018-06-14 21:00:02  RB1810      5  \n",
       "2018-06-14 21:00:03  2018-06-14 21:00:03  RB1810      6  \n",
       "2018-06-14 21:00:03  2018-06-14 21:00:03  RB1810      7  \n",
       "2018-06-14 21:00:04  2018-06-14 21:00:04  RB1810      8  \n",
       "2018-06-14 21:00:04  2018-06-14 21:00:04  RB1810      9  \n",
       "2018-06-14 21:00:05  2018-06-14 21:00:05  RB1810     10  \n",
       "2018-06-14 21:00:05  2018-06-14 21:00:05  RB1810     11  \n",
       "2018-06-14 21:00:06  2018-06-14 21:00:06  RB1810     12  \n",
       "2018-06-14 21:00:06  2018-06-14 21:00:06  RB1810     13  \n",
       "2018-06-14 21:00:07  2018-06-14 21:00:07  RB1810     14  \n",
       "2018-06-14 21:00:07  2018-06-14 21:00:07  RB1810     15  \n",
       "2018-06-14 21:00:08  2018-06-14 21:00:08  RB1810     16  \n",
       "2018-06-14 21:00:08  2018-06-14 21:00:08  RB1810     17  \n",
       "2018-06-14 21:00:09  2018-06-14 21:00:09  RB1810     18  \n",
       "2018-06-14 21:00:09  2018-06-14 21:00:09  RB1810     19  \n",
       "2018-06-14 21:00:10  2018-06-14 21:00:10  RB1810     20  \n",
       "2018-06-14 21:00:10  2018-06-14 21:00:10  RB1810     21  \n",
       "2018-06-14 21:00:11  2018-06-14 21:00:11  RB1810     22  \n",
       "2018-06-14 21:00:11  2018-06-14 21:00:11  RB1810     23  \n",
       "2018-06-14 21:00:12  2018-06-14 21:00:12  RB1810     24  \n",
       "2018-06-14 21:00:12  2018-06-14 21:00:12  RB1810     25  \n",
       "2018-06-14 21:00:13  2018-06-14 21:00:13  RB1810     26  \n",
       "2018-06-14 21:00:13  2018-06-14 21:00:13  RB1810     27  \n",
       "2018-06-14 21:00:14  2018-06-14 21:00:14  RB1810     28  \n",
       "2018-06-14 21:00:18  2018-06-14 21:00:18  RB1810     29  \n",
       "...                                  ...     ...    ...  \n",
       "2018-06-20 14:59:45  2018-06-20 14:59:45  RB1810  38513  \n",
       "2018-06-20 14:59:45  2018-06-20 14:59:45  RB1810  38514  \n",
       "2018-06-20 14:59:46  2018-06-20 14:59:46  RB1810  38515  \n",
       "2018-06-20 14:59:46  2018-06-20 14:59:46  RB1810  38516  \n",
       "2018-06-20 14:59:47  2018-06-20 14:59:47  RB1810  38517  \n",
       "2018-06-20 14:59:47  2018-06-20 14:59:47  RB1810  38518  \n",
       "2018-06-20 14:59:48  2018-06-20 14:59:48  RB1810  38519  \n",
       "2018-06-20 14:59:48  2018-06-20 14:59:48  RB1810  38520  \n",
       "2018-06-20 14:59:49  2018-06-20 14:59:49  RB1810  38521  \n",
       "2018-06-20 14:59:49  2018-06-20 14:59:49  RB1810  38522  \n",
       "2018-06-20 14:59:50  2018-06-20 14:59:50  RB1810  38523  \n",
       "2018-06-20 14:59:50  2018-06-20 14:59:50  RB1810  38524  \n",
       "2018-06-20 14:59:51  2018-06-20 14:59:51  RB1810  38525  \n",
       "2018-06-20 14:59:51  2018-06-20 14:59:51  RB1810  38526  \n",
       "2018-06-20 14:59:52  2018-06-20 14:59:52  RB1810  38527  \n",
       "2018-06-20 14:59:52  2018-06-20 14:59:52  RB1810  38528  \n",
       "2018-06-20 14:59:53  2018-06-20 14:59:53  RB1810  38529  \n",
       "2018-06-20 14:59:54  2018-06-20 14:59:54  RB1810  38530  \n",
       "2018-06-20 14:59:54  2018-06-20 14:59:54  RB1810  38531  \n",
       "2018-06-20 14:59:55  2018-06-20 14:59:55  RB1810  38532  \n",
       "2018-06-20 14:59:55  2018-06-20 14:59:55  RB1810  38533  \n",
       "2018-06-20 14:59:56  2018-06-20 14:59:56  RB1810  38534  \n",
       "2018-06-20 14:59:56  2018-06-20 14:59:56  RB1810  38535  \n",
       "2018-06-20 14:59:57  2018-06-20 14:59:57  RB1810  38536  \n",
       "2018-06-20 14:59:57  2018-06-20 14:59:57  RB1810  38537  \n",
       "2018-06-20 14:59:58  2018-06-20 14:59:58  RB1810  38538  \n",
       "2018-06-20 14:59:58  2018-06-20 14:59:58  RB1810  38539  \n",
       "2018-06-20 14:59:59  2018-06-20 14:59:59  RB1810  38540  \n",
       "2018-06-20 14:59:59  2018-06-20 14:59:59  RB1810  38541  \n",
       "2018-06-20 15:00:00  2018-06-20 15:00:00  RB1810  38542  \n",
       "\n",
       "[140175 rows x 13 columns]"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取期货历史tick数据\n",
    "\n",
    "QA.QA_fetch_get_future_transaction('tdx','RB1810','2018-06-14','2018-06-20')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>hour</th>\n",
       "      <th>minute</th>\n",
       "      <th>second</th>\n",
       "      <th>price</th>\n",
       "      <th>volume</th>\n",
       "      <th>zengcang</th>\n",
       "      <th>nature</th>\n",
       "      <th>nature_mark</th>\n",
       "      <th>nature_value</th>\n",
       "      <th>nature_name</th>\n",
       "      <th>direction</th>\n",
       "      <th>datetime</th>\n",
       "      <th>code</th>\n",
       "      <th>order</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>datetime</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2018-06-21 20:59:00</th>\n",
       "      <td></td>\n",
       "      <td>20</td>\n",
       "      <td>59</td>\n",
       "      <td>0</td>\n",
       "      <td>3812000</td>\n",
       "      <td>3194</td>\n",
       "      <td>444</td>\n",
       "      <td>20000</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>开仓</td>\n",
       "      <td>0</td>\n",
       "      <td>2018-06-21 20:59:00</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:00</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>3812000</td>\n",
       "      <td>2990</td>\n",
       "      <td>324</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:00</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:01</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>3812000</td>\n",
       "      <td>4006</td>\n",
       "      <td>-36</td>\n",
       "      <td>10001</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:01</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>2</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:01</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>3812000</td>\n",
       "      <td>872</td>\n",
       "      <td>472</td>\n",
       "      <td>10001</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:01</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>3</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:02</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>3810000</td>\n",
       "      <td>1486</td>\n",
       "      <td>-134</td>\n",
       "      <td>10002</td>\n",
       "      <td>1</td>\n",
       "      <td>2</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:02</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>4</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:02</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>3812000</td>\n",
       "      <td>3388</td>\n",
       "      <td>-1764</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:02</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>5</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:03</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>3810000</td>\n",
       "      <td>450</td>\n",
       "      <td>-128</td>\n",
       "      <td>10003</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:03</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>6</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:03</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>3810000</td>\n",
       "      <td>404</td>\n",
       "      <td>-86</td>\n",
       "      <td>10003</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:03</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>7</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:04</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>4</td>\n",
       "      <td>3809000</td>\n",
       "      <td>1118</td>\n",
       "      <td>-356</td>\n",
       "      <td>10004</td>\n",
       "      <td>1</td>\n",
       "      <td>4</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:04</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:04</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>4</td>\n",
       "      <td>3809000</td>\n",
       "      <td>556</td>\n",
       "      <td>48</td>\n",
       "      <td>4</td>\n",
       "      <td>0</td>\n",
       "      <td>4</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:04</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>9</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:05</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>5</td>\n",
       "      <td>3810000</td>\n",
       "      <td>446</td>\n",
       "      <td>14</td>\n",
       "      <td>5</td>\n",
       "      <td>0</td>\n",
       "      <td>5</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:05</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>10</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:05</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>5</td>\n",
       "      <td>3811000</td>\n",
       "      <td>590</td>\n",
       "      <td>246</td>\n",
       "      <td>5</td>\n",
       "      <td>0</td>\n",
       "      <td>5</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:05</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:06</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>6</td>\n",
       "      <td>3812000</td>\n",
       "      <td>438</td>\n",
       "      <td>-26</td>\n",
       "      <td>6</td>\n",
       "      <td>0</td>\n",
       "      <td>6</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:06</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>12</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:06</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>6</td>\n",
       "      <td>3812000</td>\n",
       "      <td>626</td>\n",
       "      <td>404</td>\n",
       "      <td>6</td>\n",
       "      <td>0</td>\n",
       "      <td>6</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:06</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>13</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:07</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>7</td>\n",
       "      <td>3812000</td>\n",
       "      <td>224</td>\n",
       "      <td>-78</td>\n",
       "      <td>7</td>\n",
       "      <td>0</td>\n",
       "      <td>7</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:07</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>14</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:07</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>7</td>\n",
       "      <td>3811000</td>\n",
       "      <td>284</td>\n",
       "      <td>22</td>\n",
       "      <td>10007</td>\n",
       "      <td>1</td>\n",
       "      <td>7</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:07</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:08</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>8</td>\n",
       "      <td>3811000</td>\n",
       "      <td>88</td>\n",
       "      <td>38</td>\n",
       "      <td>10008</td>\n",
       "      <td>1</td>\n",
       "      <td>8</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:08</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>16</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:08</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>8</td>\n",
       "      <td>3811000</td>\n",
       "      <td>144</td>\n",
       "      <td>66</td>\n",
       "      <td>10008</td>\n",
       "      <td>1</td>\n",
       "      <td>8</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:08</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>17</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:09</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>9</td>\n",
       "      <td>3811000</td>\n",
       "      <td>466</td>\n",
       "      <td>-84</td>\n",
       "      <td>10009</td>\n",
       "      <td>1</td>\n",
       "      <td>9</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:09</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>18</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:09</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>9</td>\n",
       "      <td>3811000</td>\n",
       "      <td>404</td>\n",
       "      <td>58</td>\n",
       "      <td>10009</td>\n",
       "      <td>1</td>\n",
       "      <td>9</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:09</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>19</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:10</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>10</td>\n",
       "      <td>3810000</td>\n",
       "      <td>604</td>\n",
       "      <td>368</td>\n",
       "      <td>10010</td>\n",
       "      <td>1</td>\n",
       "      <td>10</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:10</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:10</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>10</td>\n",
       "      <td>3812000</td>\n",
       "      <td>382</td>\n",
       "      <td>76</td>\n",
       "      <td>10</td>\n",
       "      <td>0</td>\n",
       "      <td>10</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:10</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:11</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>11</td>\n",
       "      <td>3811000</td>\n",
       "      <td>170</td>\n",
       "      <td>40</td>\n",
       "      <td>10011</td>\n",
       "      <td>1</td>\n",
       "      <td>11</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:11</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:11</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>11</td>\n",
       "      <td>3812000</td>\n",
       "      <td>144</td>\n",
       "      <td>80</td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>11</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:11</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:12</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>12</td>\n",
       "      <td>3811000</td>\n",
       "      <td>114</td>\n",
       "      <td>-50</td>\n",
       "      <td>10012</td>\n",
       "      <td>1</td>\n",
       "      <td>12</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:12</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:12</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>12</td>\n",
       "      <td>3811000</td>\n",
       "      <td>440</td>\n",
       "      <td>-22</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>12</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 21:00:12</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:13</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>13</td>\n",
       "      <td>3811000</td>\n",
       "      <td>218</td>\n",
       "      <td>90</td>\n",
       "      <td>10013</td>\n",
       "      <td>1</td>\n",
       "      <td>13</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:13</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:13</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>13</td>\n",
       "      <td>3811000</td>\n",
       "      <td>62</td>\n",
       "      <td>16</td>\n",
       "      <td>10013</td>\n",
       "      <td>1</td>\n",
       "      <td>13</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:13</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>27</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:14</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>14</td>\n",
       "      <td>3811000</td>\n",
       "      <td>104</td>\n",
       "      <td>38</td>\n",
       "      <td>10014</td>\n",
       "      <td>1</td>\n",
       "      <td>14</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:14</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>28</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 21:00:14</th>\n",
       "      <td></td>\n",
       "      <td>21</td>\n",
       "      <td>0</td>\n",
       "      <td>14</td>\n",
       "      <td>3811000</td>\n",
       "      <td>378</td>\n",
       "      <td>30</td>\n",
       "      <td>10014</td>\n",
       "      <td>1</td>\n",
       "      <td>14</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 21:00:14</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>29</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:49</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>49</td>\n",
       "      <td>3824000</td>\n",
       "      <td>20</td>\n",
       "      <td>14</td>\n",
       "      <td>49</td>\n",
       "      <td>0</td>\n",
       "      <td>49</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:49</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25210</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:50</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>50</td>\n",
       "      <td>3824000</td>\n",
       "      <td>20</td>\n",
       "      <td>0</td>\n",
       "      <td>50</td>\n",
       "      <td>0</td>\n",
       "      <td>50</td>\n",
       "      <td>多换</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:50</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25211</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:50</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>50</td>\n",
       "      <td>3823000</td>\n",
       "      <td>28</td>\n",
       "      <td>12</td>\n",
       "      <td>10050</td>\n",
       "      <td>1</td>\n",
       "      <td>50</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:50</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25212</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:51</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>51</td>\n",
       "      <td>3823000</td>\n",
       "      <td>44</td>\n",
       "      <td>-42</td>\n",
       "      <td>10051</td>\n",
       "      <td>1</td>\n",
       "      <td>51</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:51</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25213</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:51</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>51</td>\n",
       "      <td>3823000</td>\n",
       "      <td>16</td>\n",
       "      <td>0</td>\n",
       "      <td>10051</td>\n",
       "      <td>1</td>\n",
       "      <td>51</td>\n",
       "      <td>空换</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:51</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:52</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>52</td>\n",
       "      <td>3823000</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>10052</td>\n",
       "      <td>1</td>\n",
       "      <td>52</td>\n",
       "      <td>空换</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:52</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25215</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:52</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>52</td>\n",
       "      <td>3824000</td>\n",
       "      <td>32</td>\n",
       "      <td>-6</td>\n",
       "      <td>52</td>\n",
       "      <td>0</td>\n",
       "      <td>52</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:52</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25216</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:53</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>53</td>\n",
       "      <td>3824000</td>\n",
       "      <td>4</td>\n",
       "      <td>2</td>\n",
       "      <td>53</td>\n",
       "      <td>0</td>\n",
       "      <td>53</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:53</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25217</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:53</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>53</td>\n",
       "      <td>3823000</td>\n",
       "      <td>10</td>\n",
       "      <td>-10</td>\n",
       "      <td>10053</td>\n",
       "      <td>1</td>\n",
       "      <td>53</td>\n",
       "      <td>双平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:53</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25218</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:54</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>54</td>\n",
       "      <td>3823000</td>\n",
       "      <td>12</td>\n",
       "      <td>0</td>\n",
       "      <td>10054</td>\n",
       "      <td>1</td>\n",
       "      <td>54</td>\n",
       "      <td>空换</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:54</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:54</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>54</td>\n",
       "      <td>3823000</td>\n",
       "      <td>22</td>\n",
       "      <td>10</td>\n",
       "      <td>10054</td>\n",
       "      <td>1</td>\n",
       "      <td>54</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:54</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25220</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:55</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>55</td>\n",
       "      <td>3823000</td>\n",
       "      <td>36</td>\n",
       "      <td>10</td>\n",
       "      <td>10055</td>\n",
       "      <td>1</td>\n",
       "      <td>55</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:55</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25221</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:55</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>55</td>\n",
       "      <td>3823000</td>\n",
       "      <td>6</td>\n",
       "      <td>0</td>\n",
       "      <td>10055</td>\n",
       "      <td>1</td>\n",
       "      <td>55</td>\n",
       "      <td>空换</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:55</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25222</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:56</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>56</td>\n",
       "      <td>3824000</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>56</td>\n",
       "      <td>0</td>\n",
       "      <td>56</td>\n",
       "      <td>双开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:56</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25223</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:56</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>56</td>\n",
       "      <td>3824000</td>\n",
       "      <td>18</td>\n",
       "      <td>0</td>\n",
       "      <td>56</td>\n",
       "      <td>0</td>\n",
       "      <td>56</td>\n",
       "      <td>多换</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:56</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25224</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:57</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>57</td>\n",
       "      <td>3823000</td>\n",
       "      <td>6</td>\n",
       "      <td>-4</td>\n",
       "      <td>10057</td>\n",
       "      <td>1</td>\n",
       "      <td>57</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:57</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25225</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:57</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>57</td>\n",
       "      <td>3824000</td>\n",
       "      <td>32</td>\n",
       "      <td>30</td>\n",
       "      <td>57</td>\n",
       "      <td>0</td>\n",
       "      <td>57</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:57</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25226</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:58</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>58</td>\n",
       "      <td>3824000</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>58</td>\n",
       "      <td>0</td>\n",
       "      <td>58</td>\n",
       "      <td>多换</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:58</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25227</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:58</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>58</td>\n",
       "      <td>3823000</td>\n",
       "      <td>46</td>\n",
       "      <td>28</td>\n",
       "      <td>10058</td>\n",
       "      <td>1</td>\n",
       "      <td>58</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 10:59:58</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25228</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:59</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>59</td>\n",
       "      <td>3824000</td>\n",
       "      <td>4</td>\n",
       "      <td>0</td>\n",
       "      <td>59</td>\n",
       "      <td>0</td>\n",
       "      <td>59</td>\n",
       "      <td>多换</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:59</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25229</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 10:59:59</th>\n",
       "      <td></td>\n",
       "      <td>10</td>\n",
       "      <td>59</td>\n",
       "      <td>59</td>\n",
       "      <td>3824000</td>\n",
       "      <td>102</td>\n",
       "      <td>32</td>\n",
       "      <td>59</td>\n",
       "      <td>0</td>\n",
       "      <td>59</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 10:59:59</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25230</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:00</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>3823000</td>\n",
       "      <td>22</td>\n",
       "      <td>-22</td>\n",
       "      <td>10000</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>双平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 11:00:00</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25231</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:00</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>3824000</td>\n",
       "      <td>40</td>\n",
       "      <td>-2</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>空平</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 11:00:00</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25232</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:01</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>3824000</td>\n",
       "      <td>98</td>\n",
       "      <td>32</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>多开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 11:00:01</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25233</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:01</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>3823000</td>\n",
       "      <td>70</td>\n",
       "      <td>24</td>\n",
       "      <td>10001</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 11:00:01</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25234</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:02</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>3823000</td>\n",
       "      <td>90</td>\n",
       "      <td>16</td>\n",
       "      <td>10002</td>\n",
       "      <td>1</td>\n",
       "      <td>2</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 11:00:02</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25235</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:02</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>3824000</td>\n",
       "      <td>60</td>\n",
       "      <td>60</td>\n",
       "      <td>2</td>\n",
       "      <td>0</td>\n",
       "      <td>2</td>\n",
       "      <td>双开</td>\n",
       "      <td>1</td>\n",
       "      <td>2018-06-21 11:00:02</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25236</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:03</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>3</td>\n",
       "      <td>3823000</td>\n",
       "      <td>12</td>\n",
       "      <td>4</td>\n",
       "      <td>10003</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>空开</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 11:00:03</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25237</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:04</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>4</td>\n",
       "      <td>3823000</td>\n",
       "      <td>36</td>\n",
       "      <td>-12</td>\n",
       "      <td>10004</td>\n",
       "      <td>1</td>\n",
       "      <td>4</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 11:00:04</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25238</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-21 11:00:04</th>\n",
       "      <td></td>\n",
       "      <td>11</td>\n",
       "      <td>0</td>\n",
       "      <td>4</td>\n",
       "      <td>3823000</td>\n",
       "      <td>24</td>\n",
       "      <td>-12</td>\n",
       "      <td>10004</td>\n",
       "      <td>1</td>\n",
       "      <td>4</td>\n",
       "      <td>多平</td>\n",
       "      <td>-1</td>\n",
       "      <td>2018-06-21 11:00:04</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>25239</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>25240 rows × 15 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                           date  hour  minute  second    price  volume  \\\n",
       "datetime                                                                 \n",
       "2018-06-21 20:59:00                20      59       0  3812000    3194   \n",
       "2018-06-21 21:00:00                21       0       0  3812000    2990   \n",
       "2018-06-21 21:00:01                21       0       1  3812000    4006   \n",
       "2018-06-21 21:00:01                21       0       1  3812000     872   \n",
       "2018-06-21 21:00:02                21       0       2  3810000    1486   \n",
       "2018-06-21 21:00:02                21       0       2  3812000    3388   \n",
       "2018-06-21 21:00:03                21       0       3  3810000     450   \n",
       "2018-06-21 21:00:03                21       0       3  3810000     404   \n",
       "2018-06-21 21:00:04                21       0       4  3809000    1118   \n",
       "2018-06-21 21:00:04                21       0       4  3809000     556   \n",
       "2018-06-21 21:00:05                21       0       5  3810000     446   \n",
       "2018-06-21 21:00:05                21       0       5  3811000     590   \n",
       "2018-06-21 21:00:06                21       0       6  3812000     438   \n",
       "2018-06-21 21:00:06                21       0       6  3812000     626   \n",
       "2018-06-21 21:00:07                21       0       7  3812000     224   \n",
       "2018-06-21 21:00:07                21       0       7  3811000     284   \n",
       "2018-06-21 21:00:08                21       0       8  3811000      88   \n",
       "2018-06-21 21:00:08                21       0       8  3811000     144   \n",
       "2018-06-21 21:00:09                21       0       9  3811000     466   \n",
       "2018-06-21 21:00:09                21       0       9  3811000     404   \n",
       "2018-06-21 21:00:10                21       0      10  3810000     604   \n",
       "2018-06-21 21:00:10                21       0      10  3812000     382   \n",
       "2018-06-21 21:00:11                21       0      11  3811000     170   \n",
       "2018-06-21 21:00:11                21       0      11  3812000     144   \n",
       "2018-06-21 21:00:12                21       0      12  3811000     114   \n",
       "2018-06-21 21:00:12                21       0      12  3811000     440   \n",
       "2018-06-21 21:00:13                21       0      13  3811000     218   \n",
       "2018-06-21 21:00:13                21       0      13  3811000      62   \n",
       "2018-06-21 21:00:14                21       0      14  3811000     104   \n",
       "2018-06-21 21:00:14                21       0      14  3811000     378   \n",
       "...                         ...   ...     ...     ...      ...     ...   \n",
       "2018-06-21 10:59:49                10      59      49  3824000      20   \n",
       "2018-06-21 10:59:50                10      59      50  3824000      20   \n",
       "2018-06-21 10:59:50                10      59      50  3823000      28   \n",
       "2018-06-21 10:59:51                10      59      51  3823000      44   \n",
       "2018-06-21 10:59:51                10      59      51  3823000      16   \n",
       "2018-06-21 10:59:52                10      59      52  3823000       2   \n",
       "2018-06-21 10:59:52                10      59      52  3824000      32   \n",
       "2018-06-21 10:59:53                10      59      53  3824000       4   \n",
       "2018-06-21 10:59:53                10      59      53  3823000      10   \n",
       "2018-06-21 10:59:54                10      59      54  3823000      12   \n",
       "2018-06-21 10:59:54                10      59      54  3823000      22   \n",
       "2018-06-21 10:59:55                10      59      55  3823000      36   \n",
       "2018-06-21 10:59:55                10      59      55  3823000       6   \n",
       "2018-06-21 10:59:56                10      59      56  3824000       2   \n",
       "2018-06-21 10:59:56                10      59      56  3824000      18   \n",
       "2018-06-21 10:59:57                10      59      57  3823000       6   \n",
       "2018-06-21 10:59:57                10      59      57  3824000      32   \n",
       "2018-06-21 10:59:58                10      59      58  3824000       2   \n",
       "2018-06-21 10:59:58                10      59      58  3823000      46   \n",
       "2018-06-21 10:59:59                10      59      59  3824000       4   \n",
       "2018-06-21 10:59:59                10      59      59  3824000     102   \n",
       "2018-06-21 11:00:00                11       0       0  3823000      22   \n",
       "2018-06-21 11:00:00                11       0       0  3824000      40   \n",
       "2018-06-21 11:00:01                11       0       1  3824000      98   \n",
       "2018-06-21 11:00:01                11       0       1  3823000      70   \n",
       "2018-06-21 11:00:02                11       0       2  3823000      90   \n",
       "2018-06-21 11:00:02                11       0       2  3824000      60   \n",
       "2018-06-21 11:00:03                11       0       3  3823000      12   \n",
       "2018-06-21 11:00:04                11       0       4  3823000      36   \n",
       "2018-06-21 11:00:04                11       0       4  3823000      24   \n",
       "\n",
       "                     zengcang  nature  nature_mark  nature_value nature_name  \\\n",
       "datetime                                                                       \n",
       "2018-06-21 20:59:00       444   20000            2             0          开仓   \n",
       "2018-06-21 21:00:00       324       0            0             0          多开   \n",
       "2018-06-21 21:00:01       -36   10001            1             1          多平   \n",
       "2018-06-21 21:00:01       472   10001            1             1          空开   \n",
       "2018-06-21 21:00:02      -134   10002            1             2          多平   \n",
       "2018-06-21 21:00:02     -1764       2            0             2          空平   \n",
       "2018-06-21 21:00:03      -128   10003            1             3          多平   \n",
       "2018-06-21 21:00:03       -86   10003            1             3          多平   \n",
       "2018-06-21 21:00:04      -356   10004            1             4          多平   \n",
       "2018-06-21 21:00:04        48       4            0             4          多开   \n",
       "2018-06-21 21:00:05        14       5            0             5          多开   \n",
       "2018-06-21 21:00:05       246       5            0             5          多开   \n",
       "2018-06-21 21:00:06       -26       6            0             6          空平   \n",
       "2018-06-21 21:00:06       404       6            0             6          多开   \n",
       "2018-06-21 21:00:07       -78       7            0             7          空平   \n",
       "2018-06-21 21:00:07        22   10007            1             7          空开   \n",
       "2018-06-21 21:00:08        38   10008            1             8          空开   \n",
       "2018-06-21 21:00:08        66   10008            1             8          空开   \n",
       "2018-06-21 21:00:09       -84   10009            1             9          多平   \n",
       "2018-06-21 21:00:09        58   10009            1             9          空开   \n",
       "2018-06-21 21:00:10       368   10010            1            10          空开   \n",
       "2018-06-21 21:00:10        76      10            0            10          多开   \n",
       "2018-06-21 21:00:11        40   10011            1            11          空开   \n",
       "2018-06-21 21:00:11        80      11            0            11          多开   \n",
       "2018-06-21 21:00:12       -50   10012            1            12          多平   \n",
       "2018-06-21 21:00:12       -22      12            0            12          空平   \n",
       "2018-06-21 21:00:13        90   10013            1            13          空开   \n",
       "2018-06-21 21:00:13        16   10013            1            13          空开   \n",
       "2018-06-21 21:00:14        38   10014            1            14          空开   \n",
       "2018-06-21 21:00:14        30   10014            1            14          空开   \n",
       "...                       ...     ...          ...           ...         ...   \n",
       "2018-06-21 10:59:49        14      49            0            49          多开   \n",
       "2018-06-21 10:59:50         0      50            0            50          多换   \n",
       "2018-06-21 10:59:50        12   10050            1            50          空开   \n",
       "2018-06-21 10:59:51       -42   10051            1            51          多平   \n",
       "2018-06-21 10:59:51         0   10051            1            51          空换   \n",
       "2018-06-21 10:59:52         0   10052            1            52          空换   \n",
       "2018-06-21 10:59:52        -6      52            0            52          空平   \n",
       "2018-06-21 10:59:53         2      53            0            53          多开   \n",
       "2018-06-21 10:59:53       -10   10053            1            53          双平   \n",
       "2018-06-21 10:59:54         0   10054            1            54          空换   \n",
       "2018-06-21 10:59:54        10   10054            1            54          空开   \n",
       "2018-06-21 10:59:55        10   10055            1            55          空开   \n",
       "2018-06-21 10:59:55         0   10055            1            55          空换   \n",
       "2018-06-21 10:59:56         2      56            0            56          双开   \n",
       "2018-06-21 10:59:56         0      56            0            56          多换   \n",
       "2018-06-21 10:59:57        -4   10057            1            57          多平   \n",
       "2018-06-21 10:59:57        30      57            0            57          多开   \n",
       "2018-06-21 10:59:58         0      58            0            58          多换   \n",
       "2018-06-21 10:59:58        28   10058            1            58          空开   \n",
       "2018-06-21 10:59:59         0      59            0            59          多换   \n",
       "2018-06-21 10:59:59        32      59            0            59          多开   \n",
       "2018-06-21 11:00:00       -22   10000            1             0          双平   \n",
       "2018-06-21 11:00:00        -2       0            0             0          空平   \n",
       "2018-06-21 11:00:01        32       1            0             1          多开   \n",
       "2018-06-21 11:00:01        24   10001            1             1          空开   \n",
       "2018-06-21 11:00:02        16   10002            1             2          空开   \n",
       "2018-06-21 11:00:02        60       2            0             2          双开   \n",
       "2018-06-21 11:00:03         4   10003            1             3          空开   \n",
       "2018-06-21 11:00:04       -12   10004            1             4          多平   \n",
       "2018-06-21 11:00:04       -12   10004            1             4          多平   \n",
       "\n",
       "                     direction            datetime    code  order  \n",
       "datetime                                                           \n",
       "2018-06-21 20:59:00          0 2018-06-21 20:59:00  RB1810      0  \n",
       "2018-06-21 21:00:00          1 2018-06-21 21:00:00  RB1810      1  \n",
       "2018-06-21 21:00:01         -1 2018-06-21 21:00:01  RB1810      2  \n",
       "2018-06-21 21:00:01         -1 2018-06-21 21:00:01  RB1810      3  \n",
       "2018-06-21 21:00:02         -1 2018-06-21 21:00:02  RB1810      4  \n",
       "2018-06-21 21:00:02          1 2018-06-21 21:00:02  RB1810      5  \n",
       "2018-06-21 21:00:03         -1 2018-06-21 21:00:03  RB1810      6  \n",
       "2018-06-21 21:00:03         -1 2018-06-21 21:00:03  RB1810      7  \n",
       "2018-06-21 21:00:04         -1 2018-06-21 21:00:04  RB1810      8  \n",
       "2018-06-21 21:00:04          1 2018-06-21 21:00:04  RB1810      9  \n",
       "2018-06-21 21:00:05          1 2018-06-21 21:00:05  RB1810     10  \n",
       "2018-06-21 21:00:05          1 2018-06-21 21:00:05  RB1810     11  \n",
       "2018-06-21 21:00:06          1 2018-06-21 21:00:06  RB1810     12  \n",
       "2018-06-21 21:00:06          1 2018-06-21 21:00:06  RB1810     13  \n",
       "2018-06-21 21:00:07          1 2018-06-21 21:00:07  RB1810     14  \n",
       "2018-06-21 21:00:07         -1 2018-06-21 21:00:07  RB1810     15  \n",
       "2018-06-21 21:00:08         -1 2018-06-21 21:00:08  RB1810     16  \n",
       "2018-06-21 21:00:08         -1 2018-06-21 21:00:08  RB1810     17  \n",
       "2018-06-21 21:00:09         -1 2018-06-21 21:00:09  RB1810     18  \n",
       "2018-06-21 21:00:09         -1 2018-06-21 21:00:09  RB1810     19  \n",
       "2018-06-21 21:00:10         -1 2018-06-21 21:00:10  RB1810     20  \n",
       "2018-06-21 21:00:10          1 2018-06-21 21:00:10  RB1810     21  \n",
       "2018-06-21 21:00:11         -1 2018-06-21 21:00:11  RB1810     22  \n",
       "2018-06-21 21:00:11          1 2018-06-21 21:00:11  RB1810     23  \n",
       "2018-06-21 21:00:12         -1 2018-06-21 21:00:12  RB1810     24  \n",
       "2018-06-21 21:00:12          1 2018-06-21 21:00:12  RB1810     25  \n",
       "2018-06-21 21:00:13         -1 2018-06-21 21:00:13  RB1810     26  \n",
       "2018-06-21 21:00:13         -1 2018-06-21 21:00:13  RB1810     27  \n",
       "2018-06-21 21:00:14         -1 2018-06-21 21:00:14  RB1810     28  \n",
       "2018-06-21 21:00:14         -1 2018-06-21 21:00:14  RB1810     29  \n",
       "...                        ...                 ...     ...    ...  \n",
       "2018-06-21 10:59:49          1 2018-06-21 10:59:49  RB1810  25210  \n",
       "2018-06-21 10:59:50          1 2018-06-21 10:59:50  RB1810  25211  \n",
       "2018-06-21 10:59:50         -1 2018-06-21 10:59:50  RB1810  25212  \n",
       "2018-06-21 10:59:51         -1 2018-06-21 10:59:51  RB1810  25213  \n",
       "2018-06-21 10:59:51         -1 2018-06-21 10:59:51  RB1810  25214  \n",
       "2018-06-21 10:59:52         -1 2018-06-21 10:59:52  RB1810  25215  \n",
       "2018-06-21 10:59:52          1 2018-06-21 10:59:52  RB1810  25216  \n",
       "2018-06-21 10:59:53          1 2018-06-21 10:59:53  RB1810  25217  \n",
       "2018-06-21 10:59:53         -1 2018-06-21 10:59:53  RB1810  25218  \n",
       "2018-06-21 10:59:54         -1 2018-06-21 10:59:54  RB1810  25219  \n",
       "2018-06-21 10:59:54         -1 2018-06-21 10:59:54  RB1810  25220  \n",
       "2018-06-21 10:59:55         -1 2018-06-21 10:59:55  RB1810  25221  \n",
       "2018-06-21 10:59:55         -1 2018-06-21 10:59:55  RB1810  25222  \n",
       "2018-06-21 10:59:56          1 2018-06-21 10:59:56  RB1810  25223  \n",
       "2018-06-21 10:59:56          1 2018-06-21 10:59:56  RB1810  25224  \n",
       "2018-06-21 10:59:57         -1 2018-06-21 10:59:57  RB1810  25225  \n",
       "2018-06-21 10:59:57          1 2018-06-21 10:59:57  RB1810  25226  \n",
       "2018-06-21 10:59:58          1 2018-06-21 10:59:58  RB1810  25227  \n",
       "2018-06-21 10:59:58         -1 2018-06-21 10:59:58  RB1810  25228  \n",
       "2018-06-21 10:59:59          1 2018-06-21 10:59:59  RB1810  25229  \n",
       "2018-06-21 10:59:59          1 2018-06-21 10:59:59  RB1810  25230  \n",
       "2018-06-21 11:00:00         -1 2018-06-21 11:00:00  RB1810  25231  \n",
       "2018-06-21 11:00:00          1 2018-06-21 11:00:00  RB1810  25232  \n",
       "2018-06-21 11:00:01          1 2018-06-21 11:00:01  RB1810  25233  \n",
       "2018-06-21 11:00:01         -1 2018-06-21 11:00:01  RB1810  25234  \n",
       "2018-06-21 11:00:02         -1 2018-06-21 11:00:02  RB1810  25235  \n",
       "2018-06-21 11:00:02          1 2018-06-21 11:00:02  RB1810  25236  \n",
       "2018-06-21 11:00:03         -1 2018-06-21 11:00:03  RB1810  25237  \n",
       "2018-06-21 11:00:04         -1 2018-06-21 11:00:04  RB1810  25238  \n",
       "2018-06-21 11:00:04         -1 2018-06-21 11:00:04  RB1810  25239  \n",
       "\n",
       "[25240 rows x 15 columns]"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取期货实时tick数据\n",
    "\n",
    "\n",
    "QA.QA_fetch_get_future_transaction_realtime('tdx','RB1810')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>market</th>\n",
       "      <th>code</th>\n",
       "      <th>pre_close</th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>price</th>\n",
       "      <th>kaicang</th>\n",
       "      <th>zongliang</th>\n",
       "      <th>xianliang</th>\n",
       "      <th>...</th>\n",
       "      <th>ask2</th>\n",
       "      <th>ask3</th>\n",
       "      <th>ask4</th>\n",
       "      <th>ask5</th>\n",
       "      <th>ask_vol1</th>\n",
       "      <th>ask_vol2</th>\n",
       "      <th>ask_vol3</th>\n",
       "      <th>ask_vol4</th>\n",
       "      <th>ask_vol5</th>\n",
       "      <th>datetime</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>code</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>RB1810</th>\n",
       "      <td>30</td>\n",
       "      <td>RB1810</td>\n",
       "      <td>3788.0</td>\n",
       "      <td>3812.0</td>\n",
       "      <td>3843.0</td>\n",
       "      <td>3795.0</td>\n",
       "      <td>3818.0</td>\n",
       "      <td>1214641</td>\n",
       "      <td>2374158</td>\n",
       "      <td>236</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>288</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2018-06-21 11:00:42.109076</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1 rows × 34 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "        market    code  pre_close    open    high     low   price  kaicang  \\\n",
       "code                                                                         \n",
       "RB1810      30  RB1810     3788.0  3812.0  3843.0  3795.0  3818.0  1214641   \n",
       "\n",
       "        zongliang  xianliang            ...              ask2  ask3  ask4  \\\n",
       "code                                    ...                                 \n",
       "RB1810    2374158        236            ...               0.0   0.0   0.0   \n",
       "\n",
       "        ask5  ask_vol1  ask_vol2  ask_vol3  ask_vol4  ask_vol5  \\\n",
       "code                                                             \n",
       "RB1810   0.0       288         0         0         0         0   \n",
       "\n",
       "                         datetime  \n",
       "code                               \n",
       "RB1810 2018-06-21 11:00:42.109076  \n",
       "\n",
       "[1 rows x 34 columns]"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 获取期货实时5档价格\n",
    "\n",
    "QA.QA_fetch_get_future_realtime('tdx','RB1810')"
   ]
  }
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